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 | 3.72% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 52,762 CHF | 54,762 CHF | 100.00% | 100.00% |
12/07/2024 | 3.65% | 0.28 CHF | 0.29 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 53,748 CHF | 55,748 CHF | 97.73% | 97.73% |
11/07/2024 | 4.09% | 0.27 CHF | 0.28 CHF | 200,000 | 200,000 | 222,154 | 222,157 | 53,143 CHF | 55,366 CHF | 77.82% | 77.82% |
10/07/2024 | 4.43% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 247,575 | 247,577 | 54,698 CHF | 57,174 CHF | 99.78% | 99.78% |
09/07/2024 | 4.18% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 224,921 | 224,922 | 52,705 CHF | 54,954 CHF | 100.00% | 100.00% |
08/07/2024 | 3.97% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 208,888 | 208,887 | 51,549 CHF | 53,637 CHF | 98.98% | 98.98% |
05/07/2024 | 3.78% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 51,977 CHF | 53,977 CHF | 100.00% | 100.00% |
04/07/2024 | 3.79% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 200,207 | 200,207 | 51,841 CHF | 53,843 CHF | 98.16% | 98.16% |
03/07/2024 | 4.16% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 53,014 CHF | 55,264 CHF | 100.00% | 100.00% |
02/07/2024 | 4.05% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 216,926 | 216,924 | 52,453 CHF | 54,621 CHF | 100.00% | 100.00% |