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 | 4.25% | 0.23 CHF | 0.24 CHF | 225,000 | 225,000 | 229,442 | 229,443 | 52,749 CHF | 55,044 CHF | 100.00% | 100.00% |
12/07/2024 | 4.18% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 229,222 | 229,222 | 53,724 CHF | 56,016 CHF | 97.75% | 97.75% |
11/07/2024 | 4.81% | 0.23 CHF | 0.24 CHF | 250,000 | 250,000 | 255,498 | 255,498 | 51,957 CHF | 54,512 CHF | 86.52% | 86.52% |
10/07/2024 | 5.13% | 0.18 CHF | 0.19 CHF | 275,000 | 275,000 | 275,000 | 275,000 | 52,229 CHF | 54,979 CHF | 99.77% | 99.77% |
09/07/2024 | 4.88% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 254,090 | 254,089 | 50,752 CHF | 53,293 CHF | 100.00% | 100.00% |
08/07/2024 | 4.62% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 52,896 CHF | 55,396 CHF | 98.99% | 98.99% |
05/07/2024 | 4.44% | 0.23 CHF | 0.24 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 55,053 CHF | 57,553 CHF | 100.00% | 100.00% |
04/07/2024 | 4.35% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 237,269 | 237,268 | 53,340 CHF | 55,713 CHF | 98.17% | 98.17% |
03/07/2024 | 4.85% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 50,352 CHF | 52,852 CHF | 100.00% | 100.00% |
02/07/2024 | 4.70% | 0.20 CHF | 0.21 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 51,958 CHF | 54,458 CHF | 100.00% | 100.00% |