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 | 2.35% | 0.43 CHF | 0.44 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 54,752 CHF | 56,052 CHF | 100.00% | 100.00% |
12/07/2024 | 2.35% | 0.43 CHF | 0.44 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 54,697 CHF | 55,997 CHF | 100.00% | 100.00% |
11/07/2024 | 2.48% | 0.40 CHF | 0.41 CHF | 130,000 | 130,000 | 129,915 | 129,915 | 51,896 CHF | 53,196 CHF | 100.00% | 100.00% |
10/07/2024 | 2.64% | 0.38 CHF | 0.39 CHF | 130,000 | 130,000 | 131,477 | 131,477 | 49,163 CHF | 50,477 CHF | 100.00% | 100.00% |
09/07/2024 | 2.71% | 0.35 CHF | 0.36 CHF | 140,000 | 140,000 | 134,761 | 134,761 | 49,135 CHF | 50,483 CHF | 100.00% | 100.00% |
08/07/2024 | 2.25% | 0.41 CHF | 0.42 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 57,334 CHF | 58,634 CHF | 99.99% | 99.99% |
05/07/2024 | 2.32% | 0.43 CHF | 0.44 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 55,479 CHF | 56,779 CHF | 100.00% | 100.00% |
04/07/2024 | 2.29% | 0.43 CHF | 0.44 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 56,022 CHF | 57,322 CHF | 100.00% | 100.00% |
03/07/2024 | 2.58% | 0.38 CHF | 0.39 CHF | 130,000 | 130,000 | 130,129 | 130,129 | 49,775 CHF | 51,076 CHF | 100.00% | 100.00% |
02/07/2024 | 3.05% | 0.32 CHF | 0.33 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 45,254 CHF | 46,654 CHF | 99.98% | 99.98% |