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 | 2.49% | 0.38 CHF | 0.39 CHF | 140,000 | 140,000 | 142,886 | 142,886 | 56,641 CHF | 58,070 CHF | 100.00% | 100.00% |
12/07/2024 | 2.53% | 0.36 CHF | 0.37 CHF | 140,000 | 140,000 | 141,565 | 141,565 | 55,361 CHF | 56,777 CHF | 100.00% | 100.00% |
11/07/2024 | 2.67% | 0.38 CHF | 0.39 CHF | 140,000 | 140,000 | 139,862 | 139,862 | 51,831 CHF | 53,230 CHF | 99.64% | 99.64% |
10/07/2024 | 2.89% | 0.35 CHF | 0.36 CHF | 140,000 | 140,000 | 137,949 | 137,949 | 47,057 CHF | 48,437 CHF | 100.00% | 100.00% |
09/07/2024 | 2.99% | 0.34 CHF | 0.35 CHF | 140,000 | 140,000 | 136,594 | 136,594 | 45,053 CHF | 46,419 CHF | 99.58% | 99.58% |
08/07/2024 | 3.21% | 0.32 CHF | 0.33 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 41,584 CHF | 42,938 CHF | 100.00% | 100.00% |
05/07/2024 | 3.07% | 0.32 CHF | 0.33 CHF | 136,000 | 136,000 | 135,449 | 135,449 | 43,517 CHF | 44,872 CHF | 99.80% | 99.80% |
04/07/2024 | 2.89% | 0.33 CHF | 0.34 CHF | 136,000 | 136,000 | 137,905 | 137,905 | 46,999 CHF | 48,378 CHF | 100.00% | 100.00% |
03/07/2024 | 2.76% | 0.34 CHF | 0.35 CHF | 136,000 | 136,000 | 139,184 | 139,184 | 49,742 CHF | 51,134 CHF | 100.00% | 100.00% |
02/07/2024 | 2.50% | 0.39 CHF | 0.40 CHF | 144,000 | 144,000 | 143,406 | 143,406 | 56,551 CHF | 57,985 CHF | 100.00% | 100.00% |