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 | 2.02% | 0.49 CHF | 0.50 CHF | 430,000 | 430,000 | 428,228 | 428,228 | 210,269 CHF | 214,552 CHF | 100.00% | 100.00% |
12/07/2024 | 1.99% | 0.50 CHF | 0.51 CHF | 430,000 | 430,000 | 428,227 | 428,227 | 213,351 CHF | 217,633 CHF | 100.00% | 100.00% |
11/07/2024 | 2.02% | 0.48 CHF | 0.49 CHF | 430,000 | 430,000 | 427,944 | 427,944 | 209,522 CHF | 213,805 CHF | 100.00% | 100.00% |
10/07/2024 | 2.03% | 0.50 CHF | 0.51 CHF | 430,000 | 430,000 | 428,250 | 428,250 | 208,696 CHF | 212,979 CHF | 100.00% | 100.00% |
09/07/2024 | 2.07% | 0.47 CHF | 0.48 CHF | 440,000 | 440,000 | 432,064 | 432,064 | 206,325 CHF | 210,646 CHF | 100.00% | 100.00% |
08/07/2024 | 1.97% | 0.49 CHF | 0.50 CHF | 430,000 | 430,000 | 428,227 | 428,227 | 215,042 CHF | 219,324 CHF | 100.00% | 100.00% |
05/07/2024 | 2.00% | 0.49 CHF | 0.50 CHF | 430,000 | 430,000 | 428,227 | 428,227 | 212,060 CHF | 216,343 CHF | 100.00% | 100.00% |
04/07/2024 | 2.02% | 0.49 CHF | 0.50 CHF | 430,000 | 430,000 | 428,227 | 428,227 | 209,700 CHF | 213,983 CHF | 100.00% | 100.00% |
03/07/2024 | 2.08% | 0.49 CHF | 0.50 CHF | 430,000 | 430,000 | 433,925 | 433,925 | 206,383 CHF | 210,723 CHF | 100.00% | 100.00% |
02/07/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 440,000 | 440,000 | 438,181 | 438,181 | 202,496 CHF | 206,878 CHF | 99.99% | 99.99% |