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% | 0.51 CHF | 0.52 CHF | 140,000 | 140,000 | 142,298 | 142,298 | 70,465 CHF | 71,888 CHF | 100.00% | 100.00% |
12/07/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 140,000 | 140,000 | 139,423 | 139,423 | 73,757 CHF | 75,151 CHF | 100.00% | 100.00% |
11/07/2024 | 1.81% | 0.53 CHF | 0.54 CHF | 140,000 | 140,000 | 139,316 | 139,316 | 76,259 CHF | 77,653 CHF | 99.96% | 99.96% |
10/07/2024 | 1.84% | 0.55 CHF | 0.56 CHF | 140,000 | 140,000 | 139,778 | 139,778 | 75,489 CHF | 76,887 CHF | 100.00% | 100.00% |
09/07/2024 | 1.82% | 0.54 CHF | 0.55 CHF | 140,000 | 140,000 | 139,423 | 139,423 | 75,936 CHF | 77,330 CHF | 100.00% | 100.00% |
08/07/2024 | 1.67% | 0.57 CHF | 0.58 CHF | 140,000 | 140,000 | 139,318 | 139,318 | 82,936 CHF | 84,329 CHF | 100.00% | 100.00% |
05/07/2024 | 1.76% | 0.56 CHF | 0.57 CHF | 140,000 | 140,000 | 139,423 | 139,423 | 78,439 CHF | 79,834 CHF | 100.00% | 100.00% |
04/07/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 140,000 | 140,000 | 139,423 | 139,423 | 78,298 CHF | 79,692 CHF | 100.00% | 100.00% |
03/07/2024 | 1.78% | 0.55 CHF | 0.56 CHF | 140,000 | 140,000 | 139,423 | 139,423 | 77,710 CHF | 79,105 CHF | 100.00% | 100.00% |
02/07/2024 | 1.81% | 0.53 CHF | 0.54 CHF | 140,000 | 140,000 | 139,422 | 139,422 | 76,591 CHF | 77,985 CHF | 100.00% | 100.00% |