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 | 2.70% | 0.32 CHF | 0.33 CHF | 160,000 | 160,000 | 158,850 | 158,850 | 58,180 CHF | 59,769 CHF | 100.00% | 100.00% |
12/07/2024 | 2.70% | 0.39 CHF | 0.40 CHF | 158,000 | 158,000 | 159,629 | 159,629 | 58,259 CHF | 59,855 CHF | 99.99% | 99.99% |
11/07/2024 | 3.01% | 0.34 CHF | 0.35 CHF | 160,000 | 160,000 | 159,958 | 159,958 | 52,554 CHF | 54,155 CHF | 99.85% | 99.85% |
10/07/2024 | 3.26% | 0.32 CHF | 0.33 CHF | 160,000 | 160,000 | 161,983 | 161,983 | 48,903 CHF | 50,523 CHF | 100.00% | 100.00% |
09/07/2024 | 3.10% | 0.30 CHF | 0.31 CHF | 162,000 | 162,000 | 160,616 | 160,616 | 51,142 CHF | 52,750 CHF | 99.73% | 99.73% |
08/07/2024 | 3.22% | 0.30 CHF | 0.31 CHF | 162,000 | 162,000 | 161,474 | 161,474 | 49,424 CHF | 51,039 CHF | 100.00% | 100.00% |
05/07/2024 | 3.21% | 0.29 CHF | 0.30 CHF | 162,000 | 162,000 | 161,782 | 161,782 | 49,580 CHF | 51,197 CHF | 99.81% | 99.81% |
04/07/2024 | 3.16% | 0.31 CHF | 0.32 CHF | 162,000 | 162,000 | 161,416 | 161,416 | 50,366 CHF | 51,980 CHF | 100.00% | 100.00% |
03/07/2024 | 3.39% | 0.31 CHF | 0.32 CHF | 162,000 | 162,000 | 162,000 | 162,000 | 47,070 CHF | 48,690 CHF | 100.00% | 100.00% |
02/07/2024 | 3.82% | 0.29 CHF | 0.30 CHF | 162,000 | 162,000 | 163,208 | 163,208 | 42,086 CHF | 43,718 CHF | 100.00% | 100.00% |