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 | 3.40% | 0.30 CHF | 0.31 CHF | 140,000 | 140,000 | 142,885 | 142,885 | 41,281 CHF | 42,710 CHF | 100.00% | 100.00% |
12/07/2024 | 3.34% | 0.32 CHF | 0.33 CHF | 140,000 | 140,000 | 141,566 | 141,566 | 41,749 CHF | 43,165 CHF | 100.00% | 100.00% |
11/07/2024 | 3.15% | 0.31 CHF | 0.32 CHF | 140,000 | 140,000 | 139,897 | 139,897 | 43,766 CHF | 45,166 CHF | 99.82% | 99.82% |
10/07/2024 | 2.87% | 0.34 CHF | 0.35 CHF | 140,000 | 140,000 | 137,948 | 137,948 | 47,317 CHF | 48,697 CHF | 100.00% | 100.00% |
09/07/2024 | 2.79% | 0.34 CHF | 0.35 CHF | 140,000 | 140,000 | 136,592 | 136,592 | 48,255 CHF | 49,621 CHF | 99.76% | 99.76% |
08/07/2024 | 2.62% | 0.37 CHF | 0.38 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 50,965 CHF | 52,319 CHF | 100.00% | 100.00% |
05/07/2024 | 2.69% | 0.37 CHF | 0.38 CHF | 136,000 | 136,000 | 135,449 | 135,449 | 49,725 CHF | 51,079 CHF | 99.81% | 99.81% |
04/07/2024 | 2.86% | 0.36 CHF | 0.37 CHF | 136,000 | 136,000 | 137,904 | 137,904 | 47,525 CHF | 48,904 CHF | 100.00% | 100.00% |
03/07/2024 | 3.00% | 0.35 CHF | 0.36 CHF | 136,000 | 136,000 | 139,183 | 139,183 | 45,730 CHF | 47,122 CHF | 100.00% | 100.00% |
02/07/2024 | 3.41% | 0.29 CHF | 0.30 CHF | 144,000 | 144,000 | 143,406 | 143,406 | 41,340 CHF | 42,774 CHF | 100.00% | 100.00% |