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 | 2.29% | 0.43 CHF | 0.44 CHF | 230,000 | 230,000 | 229,052 | 229,052 | 99,005 CHF | 101,296 CHF | 100.00% | 100.00% |
12/07/2024 | 2.28% | 0.42 CHF | 0.43 CHF | 230,000 | 230,000 | 229,052 | 229,052 | 99,547 CHF | 101,838 CHF | 100.00% | 100.00% |
11/07/2024 | 2.17% | 0.45 CHF | 0.46 CHF | 230,000 | 230,000 | 228,888 | 228,888 | 104,318 CHF | 106,609 CHF | 100.00% | 100.00% |
10/07/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 230,000 | 230,000 | 238,945 | 238,945 | 113,210 CHF | 115,599 CHF | 100.00% | 100.00% |
09/07/2024 | 2.07% | 0.49 CHF | 0.50 CHF | 240,000 | 240,000 | 239,010 | 239,010 | 114,086 CHF | 116,476 CHF | 100.00% | 100.00% |
08/07/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 240,000 | 240,000 | 238,661 | 238,661 | 110,474 CHF | 112,861 CHF | 100.00% | 100.00% |
05/07/2024 | 2.10% | 0.49 CHF | 0.50 CHF | 240,000 | 240,000 | 238,803 | 238,803 | 112,685 CHF | 115,073 CHF | 100.00% | 100.00% |
04/07/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 240,000 | 240,000 | 239,010 | 239,010 | 113,031 CHF | 115,421 CHF | 100.00% | 100.00% |
03/07/2024 | 2.00% | 0.49 CHF | 0.50 CHF | 240,000 | 240,000 | 239,010 | 239,010 | 118,624 CHF | 121,014 CHF | 100.00% | 100.00% |
02/07/2024 | 1.95% | 0.50 CHF | 0.51 CHF | 240,000 | 240,000 | 239,010 | 239,010 | 121,156 CHF | 123,546 CHF | 100.00% | 100.00% |