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 | 2.00% | 0.48 CHF | 0.49 CHF | 140,000 | 140,000 | 142,885 | 142,885 | 70,633 CHF | 72,062 CHF | 100.00% | 100.00% |
12/07/2024 | 2.03% | 0.46 CHF | 0.47 CHF | 140,000 | 140,000 | 141,565 | 141,565 | 69,060 CHF | 70,476 CHF | 100.00% | 100.00% |
11/07/2024 | 2.12% | 0.47 CHF | 0.48 CHF | 140,000 | 140,000 | 139,863 | 139,863 | 65,493 CHF | 66,893 CHF | 99.63% | 99.63% |
10/07/2024 | 2.26% | 0.45 CHF | 0.46 CHF | 140,000 | 140,000 | 137,948 | 137,948 | 60,420 CHF | 61,800 CHF | 100.00% | 100.00% |
09/07/2024 | 2.32% | 0.44 CHF | 0.45 CHF | 140,000 | 140,000 | 136,593 | 136,593 | 58,358 CHF | 59,724 CHF | 99.74% | 99.74% |
08/07/2024 | 2.45% | 0.41 CHF | 0.42 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 54,710 CHF | 56,064 CHF | 100.00% | 100.00% |
05/07/2024 | 2.37% | 0.42 CHF | 0.43 CHF | 136,000 | 136,000 | 135,449 | 135,449 | 56,395 CHF | 57,750 CHF | 99.81% | 99.81% |
04/07/2024 | 2.25% | 0.43 CHF | 0.44 CHF | 136,000 | 136,000 | 137,906 | 137,906 | 60,502 CHF | 61,881 CHF | 100.00% | 100.00% |
03/07/2024 | 2.18% | 0.44 CHF | 0.45 CHF | 136,000 | 136,000 | 139,184 | 139,184 | 63,160 CHF | 64,552 CHF | 100.00% | 100.00% |
02/07/2024 | 2.01% | 0.49 CHF | 0.50 CHF | 144,000 | 144,000 | 143,406 | 143,406 | 70,584 CHF | 72,018 CHF | 99.99% | 99.99% |