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 | 2.16% | 0.41 CHF | 0.42 CHF | 160,000 | 160,000 | 158,850 | 158,850 | 72,816 CHF | 74,404 CHF | 100.00% | 100.00% |
12/07/2024 | 2.16% | 0.48 CHF | 0.49 CHF | 158,000 | 158,000 | 159,628 | 159,628 | 73,097 CHF | 74,693 CHF | 99.99% | 99.99% |
11/07/2024 | 2.35% | 0.43 CHF | 0.44 CHF | 160,000 | 160,000 | 159,951 | 159,951 | 67,347 CHF | 68,948 CHF | 99.82% | 99.82% |
10/07/2024 | 2.50% | 0.41 CHF | 0.42 CHF | 160,000 | 160,000 | 161,983 | 161,983 | 63,970 CHF | 65,590 CHF | 100.00% | 100.00% |
09/07/2024 | 2.41% | 0.39 CHF | 0.40 CHF | 162,000 | 162,000 | 160,614 | 160,614 | 66,161 CHF | 67,769 CHF | 99.77% | 99.77% |
08/07/2024 | 2.48% | 0.39 CHF | 0.40 CHF | 162,000 | 162,000 | 161,474 | 161,474 | 64,335 CHF | 65,949 CHF | 100.00% | 100.00% |
05/07/2024 | 2.47% | 0.38 CHF | 0.39 CHF | 162,000 | 162,000 | 161,782 | 161,782 | 64,707 CHF | 66,324 CHF | 99.81% | 99.81% |
04/07/2024 | 2.45% | 0.41 CHF | 0.42 CHF | 162,000 | 162,000 | 161,417 | 161,417 | 65,220 CHF | 66,834 CHF | 100.00% | 100.00% |
03/07/2024 | 2.57% | 0.40 CHF | 0.41 CHF | 162,000 | 162,000 | 162,000 | 162,000 | 62,154 CHF | 63,774 CHF | 100.00% | 100.00% |
02/07/2024 | 2.81% | 0.38 CHF | 0.39 CHF | 162,000 | 162,000 | 163,208 | 163,208 | 57,266 CHF | 58,898 CHF | 99.99% | 99.99% |