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 | 1.82% | 0.53 CHF | 0.54 CHF | 140,000 | 140,000 | 142,885 | 142,885 | 77,957 CHF | 79,385 CHF | 100.00% | 100.00% |
12/07/2024 | 1.84% | 0.51 CHF | 0.52 CHF | 140,000 | 140,000 | 141,565 | 141,565 | 76,354 CHF | 77,770 CHF | 100.00% | 100.00% |
11/07/2024 | 1.91% | 0.52 CHF | 0.53 CHF | 140,000 | 140,000 | 139,864 | 139,864 | 72,615 CHF | 74,014 CHF | 99.63% | 99.63% |
10/07/2024 | 2.02% | 0.50 CHF | 0.51 CHF | 140,000 | 140,000 | 137,948 | 137,948 | 67,455 CHF | 68,834 CHF | 100.00% | 100.00% |
09/07/2024 | 2.07% | 0.49 CHF | 0.50 CHF | 140,000 | 140,000 | 136,594 | 136,594 | 65,393 CHF | 66,759 CHF | 99.55% | 99.55% |
08/07/2024 | 2.18% | 0.47 CHF | 0.48 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 61,579 CHF | 62,933 CHF | 100.00% | 100.00% |
05/07/2024 | 2.11% | 0.47 CHF | 0.48 CHF | 136,000 | 136,000 | 135,449 | 135,449 | 63,450 CHF | 64,805 CHF | 99.81% | 99.81% |
04/07/2024 | 2.02% | 0.48 CHF | 0.49 CHF | 136,000 | 136,000 | 137,906 | 137,906 | 67,473 CHF | 68,852 CHF | 100.00% | 100.00% |
03/07/2024 | 1.96% | 0.49 CHF | 0.50 CHF | 136,000 | 136,000 | 139,184 | 139,184 | 70,294 CHF | 71,686 CHF | 100.00% | 100.00% |
02/07/2024 | 1.82% | 0.54 CHF | 0.55 CHF | 144,000 | 144,000 | 143,406 | 143,406 | 77,911 CHF | 79,345 CHF | 100.00% | 100.00% |