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 | 1.84% | 0.55 CHF | 0.56 CHF | 68,000 | 68,000 | 66,700 | 66,700 | 36,269 CHF | 36,936 CHF | 100.00% | 100.00% |
12/07/2024 | 1.76% | 0.54 CHF | 0.55 CHF | 63,000 | 63,000 | 63,220 | 63,220 | 36,064 CHF | 36,697 CHF | 100.00% | 100.00% |
11/07/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 64,000 | 64,000 | 63,435 | 63,435 | 35,967 CHF | 36,602 CHF | 99.99% | 99.99% |
10/07/2024 | 1.89% | 0.57 CHF | 0.58 CHF | 77,000 | 77,000 | 73,929 | 73,929 | 39,133 CHF | 39,873 CHF | 100.00% | 100.00% |
09/07/2024 | 1.98% | 0.50 CHF | 0.51 CHF | 72,000 | 72,000 | 71,448 | 71,448 | 36,055 CHF | 36,771 CHF | 100.00% | 100.00% |
08/07/2024 | 1.94% | 0.51 CHF | 0.52 CHF | 72,000 | 72,000 | 71,405 | 71,405 | 36,858 CHF | 37,572 CHF | 100.00% | 100.00% |
05/07/2024 | 2.00% | 0.50 CHF | 0.51 CHF | 77,000 | 77,000 | 76,754 | 76,754 | 38,493 CHF | 39,262 CHF | 100.00% | 100.00% |
04/07/2024 | 2.07% | 0.47 CHF | 0.48 CHF | 74,000 | 74,000 | 73,446 | 73,446 | 35,474 CHF | 36,209 CHF | 100.00% | 100.00% |
03/07/2024 | 2.08% | 0.49 CHF | 0.50 CHF | 73,000 | 73,000 | 72,240 | 72,240 | 34,775 CHF | 35,499 CHF | 99.78% | 99.78% |
02/07/2024 | 2.06% | 0.50 CHF | 0.51 CHF | 83,000 | 83,000 | 81,154 | 81,154 | 39,423 CHF | 40,235 CHF | 100.00% | 100.00% |