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 | 2.35% | 0.43 CHF | 0.44 CHF | 228,000 | 228,000 | 224,181 | 224,181 | 94,386 CHF | 96,628 CHF | 100.00% | 100.00% |
12/07/2024 | 2.35% | 0.42 CHF | 0.43 CHF | 224,000 | 224,000 | 224,651 | 224,651 | 94,472 CHF | 96,718 CHF | 100.00% | 100.00% |
11/07/2024 | 2.33% | 0.43 CHF | 0.44 CHF | 228,000 | 228,000 | 227,241 | 227,241 | 96,518 CHF | 98,792 CHF | 100.00% | 100.00% |
10/07/2024 | 2.33% | 0.42 CHF | 0.43 CHF | 228,000 | 228,000 | 227,234 | 227,234 | 96,255 CHF | 98,527 CHF | 100.00% | 100.00% |
09/07/2024 | 2.28% | 0.43 CHF | 0.44 CHF | 228,000 | 228,000 | 229,334 | 229,334 | 99,595 CHF | 101,888 CHF | 100.00% | 100.00% |
08/07/2024 | 2.35% | 0.42 CHF | 0.43 CHF | 224,000 | 224,000 | 227,652 | 227,652 | 95,712 CHF | 97,988 CHF | 100.00% | 100.00% |
05/07/2024 | 2.32% | 0.43 CHF | 0.44 CHF | 228,000 | 228,000 | 227,998 | 227,998 | 96,995 CHF | 99,275 CHF | 99.82% | 99.82% |
04/07/2024 | 2.30% | 0.43 CHF | 0.44 CHF | 228,000 | 228,000 | 228,000 | 228,000 | 97,816 CHF | 100,096 CHF | 99.50% | 99.50% |
03/07/2024 | 2.34% | 0.43 CHF | 0.44 CHF | 228,000 | 228,000 | 227,184 | 227,184 | 95,800 CHF | 98,072 CHF | 90.72% | 90.72% |
02/07/2024 | 2.55% | 0.43 CHF | 0.44 CHF | 228,000 | 228,000 | 217,667 | 217,667 | 92,629 CHF | 94,828 CHF | 100.00% | 100.00% |