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 | 3.89% | 0.25 CHF | 0.26 CHF | 200,000 | 200,000 | 200,556 | 200,556 | 50,501 CHF | 52,507 CHF | 100.00% | 100.00% |
12/07/2024 | 4.05% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 219,364 | 219,364 | 53,002 CHF | 55,195 CHF | 99.66% | 99.66% |
11/07/2024 | 4.22% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 225,236 | 225,236 | 52,232 CHF | 54,484 CHF | 99.43% | 99.43% |
10/07/2024 | 4.32% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 236,176 | 236,176 | 53,508 CHF | 55,870 CHF | 96.08% | 96.08% |
09/07/2024 | 4.29% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 233,821 | 233,821 | 53,274 CHF | 55,612 CHF | 99.65% | 99.65% |
08/07/2024 | 3.62% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 199,241 | 199,242 | 53,988 CHF | 55,980 CHF | 99.85% | 99.85% |
05/07/2024 | 3.95% | 0.25 CHF | 0.26 CHF | 225,000 | 225,000 | 207,907 | 207,907 | 51,634 CHF | 53,713 CHF | 100.00% | 100.00% |
04/07/2024 | 4.67% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 52,296 CHF | 54,796 CHF | 100.00% | 100.00% |
03/07/2024 | 4.90% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 260,593 | 260,593 | 51,857 CHF | 54,463 CHF | 99.23% | 99.23% |
02/07/2024 | 5.55% | 0.18 CHF | 0.19 CHF | 275,000 | 275,000 | 296,730 | 296,728 | 52,053 CHF | 55,020 CHF | 99.66% | 99.66% |