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 | 2.08% | 0.49 CHF | 0.50 CHF | 164,000 | 164,000 | 164,000 | 164,000 | 78,048 CHF | 79,688 CHF | 100.00% | 100.00% |
12/07/2024 | 2.04% | 0.48 CHF | 0.49 CHF | 164,000 | 164,000 | 164,000 | 164,000 | 79,627 CHF | 81,267 CHF | 100.00% | 100.00% |
11/07/2024 | 1.95% | 0.50 CHF | 0.51 CHF | 164,000 | 164,000 | 163,858 | 163,858 | 83,303 CHF | 84,943 CHF | 99.99% | 99.99% |
10/07/2024 | 1.78% | 0.54 CHF | 0.55 CHF | 164,000 | 164,000 | 164,000 | 164,000 | 91,083 CHF | 92,723 CHF | 100.00% | 100.00% |
09/07/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 164,000 | 164,000 | 164,842 | 164,842 | 95,859 CHF | 97,510 CHF | 100.00% | 100.00% |
08/07/2024 | 1.80% | 0.55 CHF | 0.56 CHF | 164,000 | 164,000 | 164,124 | 164,124 | 90,300 CHF | 91,942 CHF | 100.00% | 100.00% |
05/07/2024 | 1.78% | 0.56 CHF | 0.57 CHF | 164,000 | 164,000 | 164,000 | 164,000 | 91,311 CHF | 92,951 CHF | 100.00% | 100.00% |
04/07/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 164,000 | 164,000 | 164,000 | 164,000 | 88,764 CHF | 90,404 CHF | 100.00% | 100.00% |
03/07/2024 | 1.73% | 0.55 CHF | 0.56 CHF | 164,000 | 164,000 | 164,553 | 164,553 | 94,264 CHF | 95,909 CHF | 100.00% | 100.00% |
02/07/2024 | 1.59% | 0.60 CHF | 0.61 CHF | 173,000 | 173,000 | 173,000 | 173,000 | 108,189 CHF | 109,919 CHF | 100.00% | 100.00% |