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 | 4.30% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 230,446 | 230,446 | 52,479 CHF | 54,783 CHF | 100.00% | 100.00% |
12/07/2024 | 4.07% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 220,252 | 220,252 | 52,988 CHF | 55,190 CHF | 99.68% | 99.68% |
11/07/2024 | 4.73% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 250,706 | 250,706 | 51,735 CHF | 54,242 CHF | 98.30% | 98.30% |
10/07/2024 | 5.36% | 0.19 CHF | 0.20 CHF | 300,000 | 300,000 | 292,424 | 292,424 | 53,138 CHF | 56,062 CHF | 96.09% | 96.09% |
09/07/2024 | 5.10% | 0.17 CHF | 0.18 CHF | 300,000 | 300,000 | 269,411 | 269,411 | 51,474 CHF | 54,168 CHF | 99.66% | 99.66% |
08/07/2024 | 4.58% | 0.19 CHF | 0.20 CHF | 250,000 | 250,000 | 247,123 | 247,123 | 52,713 CHF | 55,184 CHF | 99.84% | 99.84% |
05/07/2024 | 4.30% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 231,213 | 231,213 | 52,586 CHF | 54,898 CHF | 100.00% | 100.00% |
04/07/2024 | 4.35% | 0.23 CHF | 0.24 CHF | 250,000 | 250,000 | 239,207 | 239,207 | 53,727 CHF | 56,119 CHF | 100.00% | 100.00% |
03/07/2024 | 4.24% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 229,132 | 229,132 | 52,871 CHF | 55,162 CHF | 99.23% | 99.23% |
02/07/2024 | 4.69% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 249,716 | 249,716 | 52,051 CHF | 54,549 CHF | 99.66% | 99.66% |