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 | 2.94% | 0.33 CHF | 0.34 CHF | 130,000 | 130,000 | 126,613 | 126,613 | 42,375 CHF | 43,642 CHF | 100.00% | 100.00% |
12/07/2024 | 2.81% | 0.36 CHF | 0.37 CHF | 130,000 | 130,000 | 126,617 | 126,617 | 44,381 CHF | 45,647 CHF | 100.00% | 100.00% |
11/07/2024 | 2.75% | 0.35 CHF | 0.36 CHF | 130,000 | 130,000 | 126,614 | 126,614 | 45,323 CHF | 46,589 CHF | 100.00% | 100.00% |
10/07/2024 | 2.99% | 0.34 CHF | 0.35 CHF | 130,000 | 130,000 | 127,310 | 127,310 | 41,899 CHF | 43,172 CHF | 100.00% | 100.00% |
09/07/2024 | 2.87% | 0.34 CHF | 0.35 CHF | 130,000 | 130,000 | 126,312 | 126,312 | 43,621 CHF | 44,887 CHF | 100.00% | 100.00% |
08/07/2024 | 2.96% | 0.34 CHF | 0.35 CHF | 130,000 | 130,000 | 126,379 | 126,379 | 42,190 CHF | 43,456 CHF | 99.99% | 99.99% |
05/07/2024 | 2.65% | 0.36 CHF | 0.37 CHF | 130,000 | 130,000 | 118,868 | 118,868 | 44,241 CHF | 45,429 CHF | 99.81% | 99.81% |
04/07/2024 | 2.44% | 0.41 CHF | 0.42 CHF | 120,000 | 120,000 | 116,858 | 116,858 | 47,398 CHF | 48,567 CHF | 99.49% | 99.49% |
03/07/2024 | 2.61% | 0.40 CHF | 0.41 CHF | 130,000 | 130,000 | 128,459 | 128,459 | 48,602 CHF | 49,887 CHF | 99.35% | 99.35% |
02/07/2024 | 3.03% | 0.32 CHF | 0.33 CHF | 130,000 | 130,000 | 126,612 | 126,612 | 41,191 CHF | 42,457 CHF | 100.00% | 100.00% |