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 | 2.68% | 0.36 CHF | 0.37 CHF | 140,000 | 140,000 | 142,298 | 142,298 | 52,314 CHF | 53,737 CHF | 100.00% | 100.00% |
12/07/2024 | 2.94% | 0.33 CHF | 0.34 CHF | 140,000 | 140,000 | 139,423 | 139,423 | 46,776 CHF | 48,171 CHF | 100.00% | 100.00% |
11/07/2024 | 3.13% | 0.33 CHF | 0.34 CHF | 140,000 | 140,000 | 139,311 | 139,311 | 43,937 CHF | 45,332 CHF | 99.89% | 99.89% |
10/07/2024 | 3.07% | 0.31 CHF | 0.32 CHF | 140,000 | 140,000 | 139,779 | 139,779 | 44,966 CHF | 46,364 CHF | 100.00% | 100.00% |
09/07/2024 | 3.10% | 0.33 CHF | 0.34 CHF | 140,000 | 140,000 | 139,423 | 139,423 | 44,382 CHF | 45,776 CHF | 100.00% | 100.00% |
08/07/2024 | 3.66% | 0.29 CHF | 0.30 CHF | 140,000 | 140,000 | 139,317 | 139,317 | 37,379 CHF | 38,772 CHF | 99.99% | 99.99% |
05/07/2024 | 3.27% | 0.31 CHF | 0.32 CHF | 140,000 | 140,000 | 139,423 | 139,423 | 42,033 CHF | 43,427 CHF | 100.00% | 100.00% |
04/07/2024 | 3.23% | 0.31 CHF | 0.32 CHF | 140,000 | 140,000 | 139,423 | 139,423 | 42,490 CHF | 43,884 CHF | 100.00% | 100.00% |
03/07/2024 | 3.20% | 0.32 CHF | 0.33 CHF | 140,000 | 140,000 | 139,423 | 139,423 | 42,923 CHF | 44,317 CHF | 100.00% | 100.00% |
02/07/2024 | 3.15% | 0.34 CHF | 0.35 CHF | 140,000 | 140,000 | 139,422 | 139,422 | 43,780 CHF | 45,174 CHF | 99.99% | 99.99% |