Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/07/2024 | 4.27% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 225,526 | 225,526 | 51,752 CHF | 54,007 CHF | 99.04% | 99.04% |
12/07/2024 | 3.94% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 204,108 | 204,108 | 50,810 CHF | 52,851 CHF | 98.83% | 98.83% |
11/07/2024 | 3.95% | 0.24 CHF | 0.25 CHF | 200,000 | 200,000 | 203,326 | 203,326 | 50,418 CHF | 52,451 CHF | 96.70% | 96.70% |
10/07/2024 | 3.98% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 219,335 | 219,335 | 53,974 CHF | 56,167 CHF | 95.12% | 95.12% |
09/07/2024 | 4.37% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 241,660 | 241,660 | 54,049 CHF | 56,466 CHF | 98.63% | 98.63% |
08/07/2024 | 4.85% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,080 | 250,080 | 50,375 CHF | 52,876 CHF | 98.56% | 98.56% |
05/07/2024 | 4.79% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 254,633 | 254,633 | 51,928 CHF | 54,474 CHF | 99.17% | 99.17% |
04/07/2024 | 4.65% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 52,500 CHF | 55,000 CHF | 99.18% | 99.18% |
03/07/2024 | 4.30% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 230,199 | 230,199 | 52,398 CHF | 54,700 CHF | 98.44% | 98.44% |
02/07/2024 | 4.05% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 219,466 | 219,467 | 53,025 CHF | 55,220 CHF | 98.84% | 98.84% |