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% | 0.46 CHF | 0.47 CHF | 114,000 | 114,000 | 112,091 | 112,091 | 52,613 CHF | 53,734 CHF | 100.00% | 100.00% |
12/07/2024 | 2.11% | 0.48 CHF | 0.49 CHF | 112,000 | 112,000 | 112,325 | 112,325 | 52,575 CHF | 53,698 CHF | 100.00% | 100.00% |
11/07/2024 | 2.17% | 0.45 CHF | 0.46 CHF | 114,000 | 114,000 | 113,575 | 113,575 | 51,768 CHF | 52,905 CHF | 100.00% | 100.00% |
10/07/2024 | 2.16% | 0.46 CHF | 0.47 CHF | 114,000 | 114,000 | 113,617 | 113,617 | 51,926 CHF | 53,062 CHF | 100.00% | 100.00% |
09/07/2024 | 2.27% | 0.44 CHF | 0.45 CHF | 114,000 | 114,000 | 114,669 | 114,669 | 49,886 CHF | 51,033 CHF | 100.00% | 100.00% |
08/07/2024 | 2.13% | 0.47 CHF | 0.48 CHF | 112,000 | 112,000 | 113,826 | 113,826 | 52,835 CHF | 53,973 CHF | 99.99% | 99.99% |
05/07/2024 | 2.16% | 0.45 CHF | 0.46 CHF | 114,000 | 114,000 | 113,999 | 113,999 | 52,138 CHF | 53,278 CHF | 99.82% | 99.82% |
04/07/2024 | 2.16% | 0.46 CHF | 0.47 CHF | 114,000 | 114,000 | 114,000 | 114,000 | 52,218 CHF | 53,358 CHF | 99.50% | 99.50% |
03/07/2024 | 2.13% | 0.46 CHF | 0.47 CHF | 114,000 | 114,000 | 113,627 | 113,627 | 52,756 CHF | 53,892 CHF | 99.37% | 99.37% |
02/07/2024 | 2.38% | 0.45 CHF | 0.46 CHF | 114,000 | 114,000 | 108,834 | 108,834 | 49,561 CHF | 50,661 CHF | 100.00% | 100.00% |