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 | 1.87% | 0.52 CHF | 0.53 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 68,738 CHF | 70,038 CHF | 100.00% | 100.00% |
12/07/2024 | 1.87% | 0.52 CHF | 0.53 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 68,816 CHF | 70,116 CHF | 100.00% | 100.00% |
11/07/2024 | 1.81% | 0.55 CHF | 0.56 CHF | 130,000 | 130,000 | 129,921 | 129,921 | 71,192 CHF | 72,492 CHF | 100.00% | 100.00% |
10/07/2024 | 1.73% | 0.57 CHF | 0.58 CHF | 130,000 | 130,000 | 131,477 | 131,477 | 75,328 CHF | 76,643 CHF | 100.00% | 100.00% |
09/07/2024 | 1.71% | 0.60 CHF | 0.61 CHF | 140,000 | 140,000 | 134,761 | 134,761 | 78,462 CHF | 79,810 CHF | 100.00% | 100.00% |
08/07/2024 | 1.96% | 0.54 CHF | 0.55 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 65,849 CHF | 67,149 CHF | 100.00% | 100.00% |
05/07/2024 | 1.89% | 0.52 CHF | 0.53 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 68,097 CHF | 69,397 CHF | 100.00% | 100.00% |
04/07/2024 | 1.91% | 0.52 CHF | 0.53 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 67,574 CHF | 68,874 CHF | 100.00% | 100.00% |
03/07/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 130,000 | 130,000 | 130,129 | 130,129 | 73,725 CHF | 75,027 CHF | 100.00% | 100.00% |
02/07/2024 | 1.59% | 0.63 CHF | 0.64 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 87,114 CHF | 88,514 CHF | 100.00% | 100.00% |