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 | 2.08% | 0.53 CHF | 0.54 CHF | 156,000 | 156,000 | 71,157 | 71,157 | 35,165 CHF | 35,878 CHF | 100.00% | 100.00% |
12/07/2024 | 2.10% | 0.49 CHF | 0.50 CHF | 158,000 | 158,000 | 71,270 | 71,270 | 34,584 CHF | 35,298 CHF | 100.00% | 100.00% |
11/07/2024 | 2.38% | 0.46 CHF | 0.47 CHF | 160,000 | 160,000 | 72,752 | 72,752 | 31,197 CHF | 31,927 CHF | 100.00% | 100.00% |
10/07/2024 | 2.65% | 0.40 CHF | 0.41 CHF | 162,000 | 162,000 | 73,239 | 73,239 | 28,273 CHF | 29,007 CHF | 100.00% | 100.00% |
09/07/2024 | 2.77% | 0.34 CHF | 0.35 CHF | 166,000 | 166,000 | 74,049 | 74,049 | 26,372 CHF | 27,114 CHF | 99.73% | 99.73% |
08/07/2024 | 2.54% | 0.37 CHF | 0.38 CHF | 164,000 | 164,000 | 73,399 | 73,399 | 28,840 CHF | 29,577 CHF | 99.32% | 99.32% |
05/07/2024 | 3.19% | 0.33 CHF | 0.34 CHF | 168,000 | 168,000 | 75,335 | 75,335 | 23,704 CHF | 24,458 CHF | 99.99% | 99.99% |
04/07/2024 | 3.06% | 0.31 CHF | 0.32 CHF | 68,000 | 68,000 | 53,176 | 53,176 | 17,059 CHF | 17,591 CHF | 99.59% | 99.59% |
03/07/2024 | 2.53% | 0.34 CHF | 0.35 CHF | 166,000 | 166,000 | 73,506 | 73,506 | 28,289 CHF | 29,025 CHF | 100.00% | 100.00% |
02/07/2024 | 2.46% | 0.40 CHF | 0.41 CHF | 162,000 | 162,000 | 72,793 | 72,793 | 29,436 CHF | 30,166 CHF | 100.00% | 100.00% |