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 | 3.98% | 0.40 CHF | 0.41 CHF | 104,000 | 104,000 | 46,592 | 46,592 | 18,354 CHF | 18,959 CHF | 100.00% | 100.00% |
12/07/2024 | 4.42% | 0.44 CHF | 0.45 CHF | 106,000 | 106,000 | 45,642 | 45,642 | 17,217 CHF | 17,817 CHF | 98.91% | 98.91% |
11/07/2024 | 4.65% | 0.35 CHF | 0.36 CHF | 102,000 | 102,000 | 45,287 | 45,287 | 14,944 CHF | 15,531 CHF | 99.98% | 99.98% |
10/07/2024 | 4.84% | 0.30 CHF | 0.31 CHF | 100,000 | 100,000 | 44,729 | 44,729 | 13,830 CHF | 14,412 CHF | 100.00% | 100.00% |
09/07/2024 | 3.97% | 0.32 CHF | 0.33 CHF | 100,000 | 100,000 | 46,091 | 46,091 | 17,033 CHF | 17,633 CHF | 100.00% | 100.00% |
08/07/2024 | 3.65% | 0.39 CHF | 0.40 CHF | 104,000 | 104,000 | 46,619 | 46,619 | 19,050 CHF | 19,655 CHF | 100.00% | 100.00% |
05/07/2024 | 3.79% | 0.42 CHF | 0.43 CHF | 104,000 | 104,000 | 46,601 | 46,601 | 18,962 CHF | 19,568 CHF | 99.90% | 99.90% |
04/07/2024 | 3.81% | 0.37 CHF | 0.38 CHF | 41,000 | 41,000 | 33,119 | 33,119 | 12,886 CHF | 13,356 CHF | 100.00% | 100.00% |
03/07/2024 | 3.86% | 0.40 CHF | 0.41 CHF | 104,000 | 104,000 | 46,042 | 46,042 | 18,018 CHF | 18,618 CHF | 100.00% | 100.00% |
02/07/2024 | 3.35% | 0.43 CHF | 0.44 CHF | 104,000 | 104,000 | 46,838 | 46,838 | 20,930 CHF | 21,538 CHF | 99.99% | 99.99% |