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 | 2.40% | 0.39 CHF | 0.40 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 53,658 CHF | 54,958 CHF | 99.90% | 99.90% |
12/07/2024 | 2.42% | 0.43 CHF | 0.44 CHF | 140,000 | 140,000 | 139,932 | 139,932 | 57,263 CHF | 58,663 CHF | 99.99% | 99.99% |
11/07/2024 | 2.65% | 0.41 CHF | 0.42 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 55,904 CHF | 57,404 CHF | 99.67% | 99.67% |
10/07/2024 | 2.81% | 0.34 CHF | 0.35 CHF | 140,000 | 140,000 | 140,978 | 140,978 | 49,455 CHF | 50,865 CHF | 99.94% | 99.94% |
09/07/2024 | 2.52% | 0.38 CHF | 0.39 CHF | 140,000 | 140,000 | 139,670 | 139,670 | 54,997 CHF | 56,397 CHF | 99.74% | 99.74% |
08/07/2024 | 2.52% | 0.39 CHF | 0.40 CHF | 140,000 | 140,000 | 139,756 | 139,756 | 54,976 CHF | 56,376 CHF | 99.27% | 99.27% |
05/07/2024 | 2.58% | 0.37 CHF | 0.38 CHF | 140,000 | 140,000 | 139,934 | 139,934 | 53,689 CHF | 55,089 CHF | 100.00% | 100.00% |
04/07/2024 | 2.57% | 0.40 CHF | 0.41 CHF | 140,000 | 140,000 | 149,942 | 149,942 | 57,692 CHF | 59,192 CHF | 99.57% | 99.57% |
03/07/2024 | 2.58% | 0.35 CHF | 0.36 CHF | 140,000 | 140,000 | 140,498 | 140,498 | 53,984 CHF | 55,389 CHF | 100.00% | 100.00% |
02/07/2024 | 2.79% | 0.38 CHF | 0.39 CHF | 140,000 | 140,000 | 143,535 | 143,535 | 50,705 CHF | 52,141 CHF | 99.99% | 99.99% |