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 | 2.21% | 0.45 CHF | 0.46 CHF | 235,000 | 235,000 | 234,828 | 234,828 | 105,096 CHF | 107,444 CHF | 100.00% | 100.00% |
12/07/2024 | 2.21% | 0.46 CHF | 0.47 CHF | 235,000 | 235,000 | 236,272 | 236,272 | 105,606 CHF | 107,969 CHF | 100.00% | 100.00% |
11/07/2024 | 2.31% | 0.44 CHF | 0.45 CHF | 240,000 | 240,000 | 238,881 | 238,881 | 102,396 CHF | 104,786 CHF | 100.00% | 100.00% |
10/07/2024 | 2.46% | 0.42 CHF | 0.43 CHF | 240,000 | 240,000 | 241,797 | 241,797 | 97,314 CHF | 99,732 CHF | 100.00% | 100.00% |
09/07/2024 | 2.37% | 0.42 CHF | 0.43 CHF | 240,000 | 240,000 | 239,380 | 239,380 | 99,638 CHF | 102,032 CHF | 100.00% | 100.00% |
08/07/2024 | 2.32% | 0.43 CHF | 0.44 CHF | 240,000 | 240,000 | 239,010 | 239,010 | 101,944 CHF | 104,334 CHF | 100.00% | 100.00% |
05/07/2024 | 2.23% | 0.43 CHF | 0.44 CHF | 240,000 | 240,000 | 238,562 | 238,562 | 105,671 CHF | 108,056 CHF | 99.81% | 99.81% |
04/07/2024 | 2.25% | 0.44 CHF | 0.45 CHF | 240,000 | 240,000 | 238,750 | 238,750 | 104,929 CHF | 107,317 CHF | 92.00% | 92.00% |
03/07/2024 | 2.32% | 0.42 CHF | 0.43 CHF | 240,000 | 240,000 | 238,922 | 238,922 | 101,770 CHF | 104,159 CHF | 91.76% | 91.76% |
02/07/2024 | 2.52% | 0.39 CHF | 0.40 CHF | 245,000 | 245,000 | 243,988 | 243,988 | 95,705 CHF | 98,145 CHF | 100.00% | 100.00% |