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 | 2.53% | 0.40 CHF | 0.41 CHF | 228,000 | 228,000 | 224,182 | 224,182 | 87,658 CHF | 89,900 CHF | 100.00% | 100.00% |
12/07/2024 | 2.53% | 0.39 CHF | 0.40 CHF | 224,000 | 224,000 | 224,651 | 224,651 | 87,725 CHF | 89,971 CHF | 100.00% | 100.00% |
11/07/2024 | 2.50% | 0.40 CHF | 0.41 CHF | 228,000 | 228,000 | 227,227 | 227,227 | 89,739 CHF | 92,013 CHF | 100.00% | 100.00% |
10/07/2024 | 2.51% | 0.39 CHF | 0.40 CHF | 228,000 | 228,000 | 227,235 | 227,235 | 89,470 CHF | 91,743 CHF | 100.00% | 100.00% |
09/07/2024 | 2.44% | 0.40 CHF | 0.41 CHF | 228,000 | 228,000 | 229,335 | 229,335 | 92,794 CHF | 95,087 CHF | 100.00% | 100.00% |
08/07/2024 | 2.53% | 0.39 CHF | 0.40 CHF | 224,000 | 224,000 | 227,651 | 227,651 | 88,887 CHF | 91,163 CHF | 100.00% | 100.00% |
05/07/2024 | 2.49% | 0.40 CHF | 0.41 CHF | 228,000 | 228,000 | 227,999 | 227,999 | 90,382 CHF | 92,662 CHF | 99.82% | 99.82% |
04/07/2024 | 2.47% | 0.40 CHF | 0.41 CHF | 228,000 | 228,000 | 228,000 | 228,000 | 91,042 CHF | 93,322 CHF | 99.50% | 99.50% |
03/07/2024 | 2.52% | 0.40 CHF | 0.41 CHF | 228,000 | 228,000 | 227,255 | 227,255 | 89,029 CHF | 91,302 CHF | 99.36% | 99.36% |
02/07/2024 | 2.74% | 0.40 CHF | 0.41 CHF | 228,000 | 228,000 | 217,667 | 217,667 | 86,149 CHF | 88,348 CHF | 100.00% | 100.00% |