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 | 4.10% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 220,312 | 220,312 | 52,684 CHF | 54,887 CHF | 100.00% | 100.00% |
12/07/2024 | 4.03% | 0.25 CHF | 0.26 CHF | 225,000 | 225,000 | 218,287 | 218,287 | 53,077 CHF | 55,259 CHF | 99.68% | 99.68% |
11/07/2024 | 4.24% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 227,260 | 227,260 | 52,521 CHF | 54,794 CHF | 99.42% | 99.42% |
10/07/2024 | 4.50% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 54,306 CHF | 56,806 CHF | 96.07% | 96.07% |
09/07/2024 | 4.55% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 53,734 CHF | 56,234 CHF | 99.65% | 99.65% |
08/07/2024 | 4.09% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 220,800 | 220,800 | 52,852 CHF | 55,061 CHF | 99.84% | 99.84% |
05/07/2024 | 4.00% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 212,148 | 212,148 | 51,911 CHF | 54,032 CHF | 100.00% | 100.00% |
04/07/2024 | 3.97% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 208,477 | 208,477 | 51,405 CHF | 53,490 CHF | 100.00% | 100.00% |
03/07/2024 | 4.33% | 0.23 CHF | 0.24 CHF | 250,000 | 250,000 | 235,305 | 235,305 | 53,205 CHF | 55,558 CHF | 99.23% | 99.23% |
02/07/2024 | 4.71% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 51,849 CHF | 54,349 CHF | 99.66% | 99.66% |