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 | 3.10% | 0.51 CHF | 0.52 CHF | 104,000 | 104,000 | 46,588 | 46,588 | 23,530 CHF | 24,135 CHF | 100.00% | 100.00% |
12/07/2024 | 3.35% | 0.55 CHF | 0.56 CHF | 106,000 | 106,000 | 45,598 | 45,598 | 22,257 CHF | 22,855 CHF | 99.76% | 99.83% |
11/07/2024 | 3.49% | 0.46 CHF | 0.47 CHF | 102,000 | 102,000 | 45,291 | 45,291 | 19,960 CHF | 20,547 CHF | 99.99% | 99.99% |
10/07/2024 | 3.59% | 0.41 CHF | 0.42 CHF | 100,000 | 100,000 | 44,729 | 44,729 | 18,821 CHF | 19,402 CHF | 100.00% | 100.00% |
09/07/2024 | 3.09% | 0.43 CHF | 0.44 CHF | 100,000 | 100,000 | 46,092 | 46,092 | 22,132 CHF | 22,732 CHF | 100.00% | 100.00% |
08/07/2024 | 2.90% | 0.50 CHF | 0.51 CHF | 104,000 | 104,000 | 46,618 | 46,618 | 24,217 CHF | 24,823 CHF | 100.00% | 100.00% |
05/07/2024 | 2.98% | 0.53 CHF | 0.54 CHF | 104,000 | 104,000 | 46,600 | 46,600 | 24,146 CHF | 24,751 CHF | 99.89% | 99.89% |
04/07/2024 | 2.98% | 0.48 CHF | 0.49 CHF | 41,000 | 41,000 | 33,119 | 33,119 | 16,647 CHF | 17,116 CHF | 100.00% | 100.00% |
03/07/2024 | 3.01% | 0.51 CHF | 0.52 CHF | 104,000 | 104,000 | 46,042 | 46,042 | 23,228 CHF | 23,827 CHF | 100.00% | 100.00% |
02/07/2024 | 2.69% | 0.54 CHF | 0.55 CHF | 104,000 | 104,000 | 46,843 | 46,843 | 26,243 CHF | 26,851 CHF | 100.00% | 100.00% |