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 | 1.89% | 0.52 CHF | 0.53 CHF | 76,000 | 76,000 | 76,159 | 76,159 | 39,967 CHF | 40,729 CHF | 100.00% | 100.00% |
12/07/2024 | 1.86% | 0.52 CHF | 0.53 CHF | 76,000 | 76,000 | 76,444 | 76,444 | 40,629 CHF | 41,393 CHF | 100.00% | 100.00% |
11/07/2024 | 1.91% | 0.50 CHF | 0.51 CHF | 76,000 | 76,000 | 76,028 | 76,028 | 39,491 CHF | 40,252 CHF | 99.98% | 99.98% |
10/07/2024 | 1.69% | 0.57 CHF | 0.58 CHF | 78,000 | 78,000 | 78,355 | 78,355 | 46,005 CHF | 46,789 CHF | 100.00% | 100.00% |
09/07/2024 | 1.70% | 0.58 CHF | 0.59 CHF | 78,000 | 78,000 | 77,998 | 77,998 | 45,514 CHF | 46,295 CHF | 100.00% | 100.00% |
08/07/2024 | 1.80% | 0.57 CHF | 0.58 CHF | 78,000 | 78,000 | 77,698 | 77,698 | 42,744 CHF | 43,521 CHF | 99.99% | 99.99% |
05/07/2024 | 1.90% | 0.53 CHF | 0.54 CHF | 76,000 | 76,000 | 76,154 | 76,154 | 39,693 CHF | 40,454 CHF | 100.00% | 100.00% |
04/07/2024 | 1.88% | 0.52 CHF | 0.53 CHF | 76,000 | 76,000 | 76,000 | 76,000 | 40,064 CHF | 40,824 CHF | 100.00% | 100.00% |
03/07/2024 | 1.84% | 0.53 CHF | 0.54 CHF | 76,000 | 76,000 | 76,543 | 76,543 | 41,339 CHF | 42,104 CHF | 100.00% | 100.00% |
02/07/2024 | 1.65% | 0.58 CHF | 0.59 CHF | 78,000 | 78,000 | 79,024 | 79,024 | 47,574 CHF | 48,364 CHF | 99.99% | 99.99% |