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 | 2.22% | 0.43 CHF | 0.44 CHF | 140,000 | 140,000 | 142,886 | 142,886 | 63,660 CHF | 65,089 CHF | 100.00% | 100.00% |
12/07/2024 | 2.25% | 0.41 CHF | 0.42 CHF | 140,000 | 140,000 | 141,565 | 141,565 | 62,208 CHF | 63,624 CHF | 100.00% | 100.00% |
11/07/2024 | 2.36% | 0.42 CHF | 0.43 CHF | 140,000 | 140,000 | 139,859 | 139,859 | 58,643 CHF | 60,042 CHF | 99.64% | 99.64% |
10/07/2024 | 2.54% | 0.40 CHF | 0.41 CHF | 140,000 | 140,000 | 137,949 | 137,949 | 53,721 CHF | 55,101 CHF | 100.00% | 100.00% |
09/07/2024 | 2.61% | 0.39 CHF | 0.40 CHF | 140,000 | 140,000 | 136,592 | 136,592 | 51,777 CHF | 53,143 CHF | 99.73% | 99.73% |
08/07/2024 | 2.78% | 0.37 CHF | 0.38 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 48,083 CHF | 49,438 CHF | 100.00% | 100.00% |
05/07/2024 | 2.67% | 0.37 CHF | 0.38 CHF | 136,000 | 136,000 | 135,449 | 135,449 | 49,993 CHF | 51,347 CHF | 99.81% | 99.81% |
04/07/2024 | 2.53% | 0.38 CHF | 0.39 CHF | 136,000 | 136,000 | 137,905 | 137,905 | 53,732 CHF | 55,111 CHF | 100.00% | 100.00% |
03/07/2024 | 2.44% | 0.39 CHF | 0.40 CHF | 136,000 | 136,000 | 139,184 | 139,184 | 56,437 CHF | 57,828 CHF | 100.00% | 100.00% |
02/07/2024 | 2.23% | 0.44 CHF | 0.45 CHF | 144,000 | 144,000 | 143,406 | 143,406 | 63,616 CHF | 65,050 CHF | 100.00% | 100.00% |