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 | 4.73% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 252,604 | 252,604 | 52,268 CHF | 54,794 CHF | 100.00% | 100.00% |
12/07/2024 | 4.53% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 249,179 | 249,179 | 53,835 CHF | 56,327 CHF | 99.68% | 99.68% |
11/07/2024 | 4.04% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 213,347 | 213,347 | 51,761 CHF | 53,894 CHF | 86.33% | 86.33% |
10/07/2024 | 3.61% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 199,579 | 199,579 | 54,241 CHF | 56,237 CHF | 96.09% | 96.09% |
09/07/2024 | 3.57% | 0.29 CHF | 0.30 CHF | 200,000 | 200,000 | 198,956 | 198,956 | 54,718 CHF | 56,708 CHF | 99.67% | 99.67% |
08/07/2024 | 4.20% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 223,960 | 223,960 | 52,161 CHF | 54,400 CHF | 99.85% | 99.85% |
05/07/2024 | 4.22% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 229,275 | 229,275 | 53,152 CHF | 55,445 CHF | 100.00% | 100.00% |
04/07/2024 | 4.19% | 0.22 CHF | 0.23 CHF | 225,000 | 225,000 | 222,809 | 222,809 | 52,078 CHF | 54,306 CHF | 100.00% | 100.00% |
03/07/2024 | 3.60% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 196,429 | 196,429 | 53,557 CHF | 55,521 CHF | 99.25% | 99.25% |
02/07/2024 | 3.18% | 0.29 CHF | 0.30 CHF | 175,000 | 175,000 | 175,000 | 175,000 | 54,209 CHF | 55,959 CHF | 99.68% | 99.68% |