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 | 4.01% | 0.26 CHF | 0.27 CHF | 200,000 | 200,000 | 215,892 | 215,893 | 52,728 CHF | 54,887 CHF | 100.00% | 100.00% |
12/07/2024 | 4.38% | 0.25 CHF | 0.26 CHF | 225,000 | 225,000 | 242,620 | 242,621 | 54,119 CHF | 56,545 CHF | 98.46% | 98.46% |
11/07/2024 | 4.27% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 232,415 | 232,415 | 53,237 CHF | 55,561 CHF | 98.85% | 98.85% |
10/07/2024 | 4.44% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 239,343 | 239,344 | 52,707 CHF | 55,101 CHF | 99.80% | 99.80% |
09/07/2024 | 4.75% | 0.19 CHF | 0.20 CHF | 250,000 | 250,000 | 250,000 | 250,000 | 51,402 CHF | 53,902 CHF | 100.00% | 100.00% |
08/07/2024 | 4.30% | 0.21 CHF | 0.22 CHF | 250,000 | 250,000 | 233,952 | 233,952 | 53,193 CHF | 55,532 CHF | 98.98% | 98.98% |
05/07/2024 | 3.89% | 0.25 CHF | 0.26 CHF | 225,000 | 225,000 | 203,936 | 203,935 | 51,414 CHF | 53,453 CHF | 100.00% | 100.00% |
04/07/2024 | 4.26% | 0.24 CHF | 0.25 CHF | 225,000 | 225,000 | 232,557 | 232,557 | 53,399 CHF | 55,724 CHF | 98.17% | 98.17% |
03/07/2024 | 4.95% | 0.22 CHF | 0.23 CHF | 250,000 | 250,000 | 257,850 | 257,850 | 50,809 CHF | 53,387 CHF | 100.00% | 100.00% |
02/07/2024 | 5.59% | 0.19 CHF | 0.20 CHF | 275,000 | 275,000 | 294,593 | 294,595 | 51,228 CHF | 54,175 CHF | 100.00% | 100.00% |