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 | 2.11% | 0.47 CHF | 0.48 CHF | 442,000 | 442,000 | 442,000 | 442,000 | 207,098 CHF | 211,518 CHF | 100.00% | 100.00% |
12/07/2024 | 2.07% | 0.47 CHF | 0.48 CHF | 442,000 | 442,000 | 442,000 | 442,000 | 211,272 CHF | 215,692 CHF | 100.00% | 100.00% |
11/07/2024 | 1.97% | 0.50 CHF | 0.51 CHF | 466,000 | 466,000 | 465,647 | 465,647 | 234,715 CHF | 239,375 CHF | 100.00% | 100.00% |
10/07/2024 | 1.95% | 0.51 CHF | 0.52 CHF | 466,000 | 466,000 | 466,000 | 466,000 | 236,955 CHF | 241,615 CHF | 100.00% | 100.00% |
09/07/2024 | 1.98% | 0.51 CHF | 0.52 CHF | 466,000 | 466,000 | 459,881 | 459,881 | 229,613 CHF | 234,211 CHF | 100.00% | 100.00% |
08/07/2024 | 2.05% | 0.49 CHF | 0.50 CHF | 442,000 | 442,000 | 442,000 | 442,000 | 213,816 CHF | 218,236 CHF | 100.00% | 100.00% |
05/07/2024 | 2.10% | 0.48 CHF | 0.49 CHF | 442,000 | 442,000 | 442,000 | 442,000 | 208,572 CHF | 212,992 CHF | 99.82% | 99.82% |
04/07/2024 | 2.10% | 0.47 CHF | 0.48 CHF | 442,000 | 442,000 | 442,000 | 442,000 | 207,850 CHF | 212,270 CHF | 99.50% | 99.50% |
03/07/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 442,000 | 442,000 | 442,000 | 442,000 | 209,112 CHF | 213,532 CHF | 99.36% | 99.36% |
02/07/2024 | 2.02% | 0.49 CHF | 0.50 CHF | 466,000 | 466,000 | 445,356 | 445,356 | 217,850 CHF | 222,304 CHF | 100.00% | 100.00% |