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 | 2.24% | 0.42 CHF | 0.43 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 57,364 CHF | 58,664 CHF | 99.97% | 99.97% |
12/07/2024 | 2.30% | 0.45 CHF | 0.46 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 55,887 CHF | 57,187 CHF | 100.00% | 100.00% |
11/07/2024 | 2.30% | 0.45 CHF | 0.46 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 56,016 CHF | 57,316 CHF | 99.99% | 99.99% |
10/07/2024 | 2.44% | 0.41 CHF | 0.42 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 56,769 CHF | 58,169 CHF | 100.00% | 100.00% |
09/07/2024 | 2.39% | 0.41 CHF | 0.42 CHF | 130,000 | 130,000 | 129,713 | 129,713 | 53,786 CHF | 55,086 CHF | 100.00% | 100.00% |
08/07/2024 | 2.26% | 0.43 CHF | 0.44 CHF | 130,000 | 130,000 | 129,782 | 129,782 | 56,864 CHF | 58,164 CHF | 99.99% | 99.99% |
05/07/2024 | 2.24% | 0.44 CHF | 0.45 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 57,386 CHF | 58,686 CHF | 99.81% | 99.81% |
04/07/2024 | 2.04% | 0.49 CHF | 0.50 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 63,052 CHF | 64,352 CHF | 99.49% | 99.49% |
03/07/2024 | 2.12% | 0.48 CHF | 0.49 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 60,549 CHF | 61,849 CHF | 99.78% | 99.78% |
02/07/2024 | 2.19% | 0.47 CHF | 0.48 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 58,721 CHF | 60,021 CHF | 99.99% | 99.99% |