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 | 2.26% | 0.45 CHF | 0.46 CHF | 285,000 | 285,000 | 283,700 | 283,700 | 124,231 CHF | 127,068 CHF | 99.83% | 99.83% |
12/07/2024 | 2.39% | 0.40 CHF | 0.41 CHF | 280,000 | 280,000 | 278,814 | 278,814 | 115,383 CHF | 118,171 CHF | 100.00% | 100.00% |
11/07/2024 | 2.27% | 0.42 CHF | 0.43 CHF | 280,000 | 280,000 | 283,281 | 283,281 | 123,639 CHF | 126,474 CHF | 100.00% | 100.00% |
10/07/2024 | 2.09% | 0.45 CHF | 0.46 CHF | 285,000 | 285,000 | 289,758 | 289,758 | 137,277 CHF | 140,175 CHF | 100.00% | 100.00% |
09/07/2024 | 2.04% | 0.49 CHF | 0.50 CHF | 295,000 | 295,000 | 292,208 | 292,208 | 141,997 CHF | 144,920 CHF | 100.00% | 100.00% |
08/07/2024 | 2.03% | 0.50 CHF | 0.51 CHF | 295,000 | 295,000 | 293,665 | 293,665 | 143,199 CHF | 146,136 CHF | 100.00% | 100.00% |
05/07/2024 | 2.09% | 0.49 CHF | 0.50 CHF | 295,000 | 295,000 | 289,672 | 289,672 | 137,015 CHF | 139,912 CHF | 97.65% | 97.65% |
04/07/2024 | 2.07% | 0.48 CHF | 0.49 CHF | 290,000 | 290,000 | 289,657 | 289,657 | 138,674 CHF | 141,570 CHF | 90.83% | 90.83% |
03/07/2024 | 2.13% | 0.47 CHF | 0.48 CHF | 290,000 | 290,000 | 288,754 | 288,754 | 134,453 CHF | 137,340 CHF | 95.93% | 95.93% |
02/07/2024 | 2.03% | 0.48 CHF | 0.49 CHF | 295,000 | 295,000 | 293,676 | 293,676 | 143,414 CHF | 146,351 CHF | 100.00% | 100.00% |