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 | 3.55% | 0.29 CHF | 0.30 CHF | 140,000 | 140,000 | 142,885 | 142,885 | 39,581 CHF | 41,010 CHF | 100.00% | 100.00% |
12/07/2024 | 3.47% | 0.31 CHF | 0.32 CHF | 140,000 | 140,000 | 141,566 | 141,566 | 40,172 CHF | 41,587 CHF | 100.00% | 100.00% |
11/07/2024 | 3.26% | 0.30 CHF | 0.31 CHF | 140,000 | 140,000 | 139,883 | 139,883 | 42,227 CHF | 43,626 CHF | 99.63% | 99.63% |
10/07/2024 | 2.97% | 0.33 CHF | 0.34 CHF | 140,000 | 140,000 | 137,948 | 137,948 | 45,791 CHF | 47,171 CHF | 100.00% | 100.00% |
09/07/2024 | 2.86% | 0.33 CHF | 0.34 CHF | 140,000 | 140,000 | 136,594 | 136,594 | 47,116 CHF | 48,482 CHF | 99.73% | 99.73% |
08/07/2024 | 2.68% | 0.36 CHF | 0.37 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 49,781 CHF | 51,135 CHF | 100.00% | 100.00% |
05/07/2024 | 2.77% | 0.36 CHF | 0.37 CHF | 136,000 | 136,000 | 135,450 | 135,450 | 48,302 CHF | 49,656 CHF | 99.81% | 99.81% |
04/07/2024 | 2.95% | 0.34 CHF | 0.35 CHF | 136,000 | 136,000 | 137,905 | 137,905 | 46,004 CHF | 47,383 CHF | 100.00% | 100.00% |
03/07/2024 | 3.10% | 0.34 CHF | 0.35 CHF | 136,000 | 136,000 | 139,184 | 139,184 | 44,216 CHF | 45,608 CHF | 100.00% | 100.00% |
02/07/2024 | 3.55% | 0.28 CHF | 0.29 CHF | 144,000 | 144,000 | 143,406 | 143,406 | 39,706 CHF | 41,140 CHF | 100.00% | 100.00% |