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 | 2.96% | 0.33 CHF | 0.34 CHF | 235,000 | 235,000 | 234,828 | 234,828 | 78,077 CHF | 80,425 CHF | 100.00% | 100.00% |
12/07/2024 | 2.95% | 0.32 CHF | 0.33 CHF | 235,000 | 235,000 | 236,273 | 236,273 | 78,970 CHF | 81,332 CHF | 100.00% | 100.00% |
11/07/2024 | 2.81% | 0.34 CHF | 0.35 CHF | 240,000 | 240,000 | 238,856 | 238,856 | 84,065 CHF | 86,455 CHF | 100.00% | 100.00% |
10/07/2024 | 2.63% | 0.36 CHF | 0.37 CHF | 240,000 | 240,000 | 241,798 | 241,798 | 90,970 CHF | 93,388 CHF | 100.00% | 100.00% |
09/07/2024 | 2.73% | 0.36 CHF | 0.37 CHF | 240,000 | 240,000 | 239,380 | 239,380 | 86,666 CHF | 89,060 CHF | 100.00% | 100.00% |
08/07/2024 | 2.80% | 0.35 CHF | 0.36 CHF | 240,000 | 240,000 | 239,010 | 239,010 | 84,261 CHF | 86,651 CHF | 100.00% | 100.00% |
05/07/2024 | 2.91% | 0.35 CHF | 0.36 CHF | 240,000 | 240,000 | 238,560 | 238,560 | 80,776 CHF | 83,162 CHF | 99.64% | 99.64% |
04/07/2024 | 2.88% | 0.34 CHF | 0.35 CHF | 240,000 | 240,000 | 238,818 | 238,818 | 81,771 CHF | 84,159 CHF | 97.24% | 97.24% |
03/07/2024 | 2.77% | 0.36 CHF | 0.37 CHF | 240,000 | 240,000 | 238,971 | 238,971 | 85,099 CHF | 87,489 CHF | 96.18% | 96.18% |
02/07/2024 | 2.56% | 0.39 CHF | 0.40 CHF | 245,000 | 245,000 | 243,987 | 243,987 | 94,289 CHF | 96,729 CHF | 100.00% | 100.00% |