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 | 2.03% | 0.49 CHF | 0.50 CHF | 235,000 | 235,000 | 234,828 | 234,828 | 114,554 CHF | 116,903 CHF | 99.48% | 99.48% |
12/07/2024 | 2.03% | 0.48 CHF | 0.49 CHF | 235,000 | 235,000 | 236,273 | 236,273 | 115,133 CHF | 117,495 CHF | 100.00% | 100.00% |
11/07/2024 | 1.96% | 0.50 CHF | 0.51 CHF | 240,000 | 240,000 | 238,886 | 238,886 | 120,794 CHF | 123,184 CHF | 100.00% | 100.00% |
10/07/2024 | 1.87% | 0.51 CHF | 0.52 CHF | 240,000 | 240,000 | 241,798 | 241,798 | 128,182 CHF | 130,600 CHF | 100.00% | 100.00% |
09/07/2024 | 1.92% | 0.52 CHF | 0.53 CHF | 240,000 | 240,000 | 239,380 | 239,380 | 123,676 CHF | 126,070 CHF | 100.00% | 100.00% |
08/07/2024 | 1.96% | 0.51 CHF | 0.52 CHF | 240,000 | 240,000 | 239,010 | 239,010 | 121,036 CHF | 123,426 CHF | 99.99% | 99.99% |
05/07/2024 | 2.01% | 0.51 CHF | 0.52 CHF | 240,000 | 240,000 | 238,562 | 238,562 | 117,511 CHF | 119,897 CHF | 99.82% | 99.82% |
04/07/2024 | 1.99% | 0.49 CHF | 0.50 CHF | 240,000 | 240,000 | 238,846 | 238,846 | 118,711 CHF | 121,099 CHF | 99.50% | 99.50% |
03/07/2024 | 1.94% | 0.51 CHF | 0.52 CHF | 240,000 | 240,000 | 238,991 | 238,991 | 121,970 CHF | 124,360 CHF | 98.08% | 98.08% |
02/07/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 245,000 | 245,000 | 243,987 | 243,987 | 131,895 CHF | 134,334 CHF | 100.00% | 100.00% |