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 | 2.06% | 0.49 CHF | 0.50 CHF | 228,000 | 228,000 | 224,182 | 224,182 | 107,879 CHF | 110,121 CHF | 100.00% | 100.00% |
12/07/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 224,000 | 224,000 | 224,651 | 224,651 | 108,029 CHF | 110,276 CHF | 100.00% | 100.00% |
11/07/2024 | 2.04% | 0.49 CHF | 0.50 CHF | 228,000 | 228,000 | 227,227 | 227,227 | 110,188 CHF | 112,462 CHF | 100.00% | 100.00% |
10/07/2024 | 2.05% | 0.48 CHF | 0.49 CHF | 228,000 | 228,000 | 227,235 | 227,235 | 109,917 CHF | 112,189 CHF | 100.00% | 100.00% |
09/07/2024 | 2.00% | 0.49 CHF | 0.50 CHF | 228,000 | 228,000 | 229,334 | 229,334 | 113,405 CHF | 115,699 CHF | 100.00% | 100.00% |
08/07/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 224,000 | 224,000 | 227,650 | 227,650 | 109,369 CHF | 111,645 CHF | 100.00% | 100.00% |
05/07/2024 | 2.04% | 0.49 CHF | 0.50 CHF | 228,000 | 228,000 | 227,999 | 227,999 | 110,882 CHF | 113,162 CHF | 99.82% | 99.82% |
04/07/2024 | 2.02% | 0.49 CHF | 0.50 CHF | 228,000 | 228,000 | 228,000 | 228,000 | 111,558 CHF | 113,838 CHF | 99.50% | 99.50% |
03/07/2024 | 2.05% | 0.49 CHF | 0.50 CHF | 228,000 | 228,000 | 227,255 | 227,255 | 109,471 CHF | 111,744 CHF | 99.36% | 99.36% |
02/07/2024 | 2.24% | 0.49 CHF | 0.50 CHF | 228,000 | 228,000 | 217,667 | 217,667 | 105,691 CHF | 107,891 CHF | 100.00% | 100.00% |