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 | 2.13% | 0.46 CHF | 0.47 CHF | 140,000 | 140,000 | 142,297 | 142,297 | 66,070 CHF | 67,493 CHF | 100.00% | 100.00% |
12/07/2024 | 2.29% | 0.43 CHF | 0.44 CHF | 140,000 | 140,000 | 139,423 | 139,423 | 60,309 CHF | 61,703 CHF | 100.00% | 100.00% |
11/07/2024 | 2.40% | 0.43 CHF | 0.44 CHF | 140,000 | 140,000 | 139,315 | 139,315 | 57,526 CHF | 58,920 CHF | 100.00% | 100.00% |
10/07/2024 | 2.37% | 0.41 CHF | 0.42 CHF | 140,000 | 140,000 | 139,779 | 139,779 | 58,487 CHF | 59,885 CHF | 100.00% | 100.00% |
09/07/2024 | 2.38% | 0.42 CHF | 0.43 CHF | 140,000 | 140,000 | 139,423 | 139,423 | 57,945 CHF | 59,339 CHF | 100.00% | 100.00% |
08/07/2024 | 2.70% | 0.39 CHF | 0.40 CHF | 140,000 | 140,000 | 139,317 | 139,317 | 50,870 CHF | 52,264 CHF | 99.99% | 99.99% |
05/07/2024 | 2.47% | 0.41 CHF | 0.42 CHF | 140,000 | 140,000 | 139,423 | 139,423 | 55,677 CHF | 57,072 CHF | 99.99% | 99.99% |
04/07/2024 | 2.46% | 0.40 CHF | 0.41 CHF | 140,000 | 140,000 | 139,423 | 139,423 | 56,055 CHF | 57,449 CHF | 100.00% | 100.00% |
03/07/2024 | 2.44% | 0.42 CHF | 0.43 CHF | 140,000 | 140,000 | 139,423 | 139,423 | 56,562 CHF | 57,956 CHF | 99.99% | 99.99% |
02/07/2024 | 2.41% | 0.43 CHF | 0.44 CHF | 140,000 | 140,000 | 139,422 | 139,422 | 57,295 CHF | 58,689 CHF | 100.00% | 100.00% |