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 | 4.11% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 223,282 | 223,282 | 53,194 CHF | 55,426 CHF | 100.00% | 100.00% |
12/07/2024 | 4.02% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 212,578 | 212,578 | 51,788 CHF | 53,914 CHF | 99.66% | 99.66% |
11/07/2024 | 4.23% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 226,517 | 226,517 | 52,479 CHF | 54,744 CHF | 99.18% | 99.18% |
10/07/2024 | 4.49% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 249,491 | 249,491 | 54,381 CHF | 56,876 CHF | 96.08% | 96.08% |
09/07/2024 | 4.69% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 249,945 | 249,945 | 52,150 CHF | 54,649 CHF | 99.64% | 99.64% |
08/07/2024 | 3.80% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 204,387 | 204,387 | 52,795 CHF | 54,839 CHF | 99.84% | 99.84% |
05/07/2024 | 3.78% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 51,878 CHF | 53,878 CHF | 100.00% | 100.00% |
04/07/2024 | 3.71% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,303 | 200,303 | 53,047 CHF | 55,050 CHF | 100.00% | 100.00% |
03/07/2024 | 4.24% | 0.23 CHF | 0.24 CHF | 250,000 | 250,000 | 230,260 | 230,260 | 53,205 CHF | 55,507 CHF | 99.23% | 99.23% |
02/07/2024 | 4.94% | 0.19 CHF | 0.20 CHF | 250,000 | 250,000 | 255,193 | 255,193 | 50,393 CHF | 52,944 CHF | 99.66% | 99.66% |