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 | 2.23% | 0.45 CHF | 0.46 CHF | 285,000 | 285,000 | 283,703 | 283,703 | 126,010 CHF | 128,847 CHF | 100.00% | 100.00% |
12/07/2024 | 2.34% | 0.41 CHF | 0.42 CHF | 280,000 | 280,000 | 278,814 | 278,814 | 117,550 CHF | 120,338 CHF | 100.00% | 100.00% |
11/07/2024 | 2.23% | 0.43 CHF | 0.44 CHF | 280,000 | 280,000 | 283,285 | 283,285 | 125,746 CHF | 128,580 CHF | 100.00% | 100.00% |
10/07/2024 | 2.06% | 0.45 CHF | 0.46 CHF | 285,000 | 285,000 | 289,758 | 289,758 | 139,453 CHF | 142,351 CHF | 100.00% | 100.00% |
09/07/2024 | 2.01% | 0.50 CHF | 0.51 CHF | 295,000 | 295,000 | 292,208 | 292,208 | 144,314 CHF | 147,236 CHF | 100.00% | 100.00% |
08/07/2024 | 2.01% | 0.50 CHF | 0.51 CHF | 295,000 | 295,000 | 293,665 | 293,665 | 144,870 CHF | 147,807 CHF | 100.00% | 100.00% |
05/07/2024 | 2.06% | 0.50 CHF | 0.51 CHF | 295,000 | 295,000 | 289,681 | 289,681 | 139,113 CHF | 142,010 CHF | 99.82% | 99.82% |
04/07/2024 | 2.04% | 0.48 CHF | 0.49 CHF | 290,000 | 290,000 | 289,725 | 289,725 | 140,591 CHF | 143,488 CHF | 99.50% | 99.50% |
03/07/2024 | 2.09% | 0.48 CHF | 0.49 CHF | 290,000 | 290,000 | 288,797 | 288,797 | 136,431 CHF | 139,319 CHF | 99.36% | 99.36% |
02/07/2024 | 2.00% | 0.49 CHF | 0.50 CHF | 295,000 | 295,000 | 293,676 | 293,676 | 145,427 CHF | 148,363 CHF | 100.00% | 100.00% |