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 | 1.77% | 0.61 CHF | 0.62 CHF | 156,000 | 156,000 | 71,158 | 71,158 | 41,333 CHF | 42,046 CHF | 100.00% | 100.00% |
12/07/2024 | 1.77% | 0.58 CHF | 0.59 CHF | 158,000 | 158,000 | 71,270 | 71,270 | 40,862 CHF | 41,576 CHF | 100.00% | 100.00% |
11/07/2024 | 1.98% | 0.55 CHF | 0.56 CHF | 160,000 | 160,000 | 72,735 | 72,735 | 37,582 CHF | 38,311 CHF | 99.98% | 99.98% |
10/07/2024 | 2.16% | 0.49 CHF | 0.50 CHF | 162,000 | 162,000 | 73,240 | 73,240 | 34,753 CHF | 35,487 CHF | 100.00% | 100.00% |
09/07/2024 | 2.23% | 0.43 CHF | 0.44 CHF | 166,000 | 166,000 | 74,037 | 74,037 | 32,927 CHF | 33,669 CHF | 99.76% | 99.76% |
08/07/2024 | 2.08% | 0.45 CHF | 0.46 CHF | 164,000 | 164,000 | 73,407 | 73,407 | 35,326 CHF | 36,063 CHF | 99.29% | 99.29% |
05/07/2024 | 2.49% | 0.42 CHF | 0.43 CHF | 168,000 | 168,000 | 75,342 | 75,342 | 30,419 CHF | 31,174 CHF | 100.00% | 100.00% |
04/07/2024 | 2.40% | 0.40 CHF | 0.41 CHF | 68,000 | 68,000 | 53,172 | 53,172 | 21,808 CHF | 22,340 CHF | 99.63% | 99.63% |
03/07/2024 | 2.08% | 0.43 CHF | 0.44 CHF | 166,000 | 166,000 | 73,506 | 73,506 | 34,757 CHF | 35,493 CHF | 100.00% | 100.00% |
02/07/2024 | 2.03% | 0.49 CHF | 0.50 CHF | 162,000 | 162,000 | 72,786 | 72,786 | 35,851 CHF | 36,580 CHF | 99.99% | 99.99% |