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 | 2.56% | 0.39 CHF | 0.40 CHF | 235,000 | 235,000 | 234,827 | 234,827 | 90,652 CHF | 93,000 CHF | 100.00% | 100.00% |
12/07/2024 | 2.57% | 0.40 CHF | 0.41 CHF | 235,000 | 235,000 | 236,272 | 236,272 | 90,754 CHF | 93,116 CHF | 100.00% | 100.00% |
11/07/2024 | 2.70% | 0.38 CHF | 0.39 CHF | 240,000 | 240,000 | 238,876 | 238,876 | 87,464 CHF | 89,854 CHF | 100.00% | 100.00% |
10/07/2024 | 2.90% | 0.36 CHF | 0.37 CHF | 240,000 | 240,000 | 241,798 | 241,798 | 82,431 CHF | 84,849 CHF | 100.00% | 100.00% |
09/07/2024 | 2.78% | 0.35 CHF | 0.36 CHF | 240,000 | 240,000 | 239,382 | 239,382 | 84,840 CHF | 87,234 CHF | 100.00% | 100.00% |
08/07/2024 | 2.71% | 0.36 CHF | 0.37 CHF | 240,000 | 240,000 | 239,010 | 239,010 | 87,079 CHF | 89,469 CHF | 99.99% | 99.99% |
05/07/2024 | 2.60% | 0.36 CHF | 0.37 CHF | 240,000 | 240,000 | 238,562 | 238,562 | 90,792 CHF | 93,177 CHF | 99.81% | 99.81% |
04/07/2024 | 2.62% | 0.38 CHF | 0.39 CHF | 240,000 | 240,000 | 238,844 | 238,844 | 90,036 CHF | 92,424 CHF | 99.49% | 99.49% |
03/07/2024 | 2.72% | 0.36 CHF | 0.37 CHF | 240,000 | 240,000 | 239,004 | 239,004 | 86,791 CHF | 89,181 CHF | 99.35% | 99.35% |
02/07/2024 | 2.98% | 0.33 CHF | 0.34 CHF | 245,000 | 245,000 | 243,987 | 243,987 | 80,588 CHF | 83,028 CHF | 100.00% | 100.00% |