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 | 4.08% | 0.23 CHF | 0.24 CHF | 130,000 | 130,000 | 129,971 | 129,971 | 31,203 CHF | 32,503 CHF | 100.00% | 100.00% |
12/07/2024 | 4.07% | 0.25 CHF | 0.26 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 33,767 CHF | 35,167 CHF | 100.00% | 100.00% |
11/07/2024 | 4.22% | 0.23 CHF | 0.24 CHF | 140,000 | 140,000 | 138,351 | 138,351 | 32,062 CHF | 33,445 CHF | 99.98% | 99.98% |
10/07/2024 | 4.16% | 0.24 CHF | 0.25 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 32,962 CHF | 34,362 CHF | 100.00% | 100.00% |
09/07/2024 | 4.51% | 0.22 CHF | 0.23 CHF | 140,000 | 140,000 | 139,672 | 139,672 | 30,412 CHF | 31,812 CHF | 100.00% | 100.00% |
08/07/2024 | 4.10% | 0.25 CHF | 0.26 CHF | 140,000 | 140,000 | 139,766 | 139,766 | 33,503 CHF | 34,903 CHF | 100.00% | 100.00% |
05/07/2024 | 4.17% | 0.23 CHF | 0.24 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 32,855 CHF | 34,255 CHF | 99.81% | 99.81% |
04/07/2024 | 4.17% | 0.23 CHF | 0.24 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 32,849 CHF | 34,249 CHF | 99.49% | 99.49% |
03/07/2024 | 4.06% | 0.24 CHF | 0.25 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 33,784 CHF | 35,184 CHF | 99.35% | 99.35% |
02/07/2024 | 4.56% | 0.23 CHF | 0.24 CHF | 140,000 | 140,000 | 133,655 | 133,655 | 31,415 CHF | 32,766 CHF | 100.00% | 100.00% |