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 | 2.66% | 0.37 CHF | 0.38 CHF | 177,000 | 177,000 | 177,212 | 177,212 | 65,782 CHF | 67,554 CHF | 100.00% | 100.00% |
12/07/2024 | 3.37% | 0.27 CHF | 0.28 CHF | 172,000 | 172,000 | 172,000 | 172,000 | 50,253 CHF | 51,973 CHF | 100.00% | 100.00% |
11/07/2024 | 3.19% | 0.30 CHF | 0.31 CHF | 172,000 | 172,000 | 172,913 | 172,913 | 53,464 CHF | 55,194 CHF | 99.85% | 99.85% |
10/07/2024 | 2.68% | 0.35 CHF | 0.36 CHF | 177,000 | 177,000 | 177,000 | 177,000 | 65,089 CHF | 66,859 CHF | 100.00% | 100.00% |
09/07/2024 | 2.79% | 0.38 CHF | 0.39 CHF | 177,000 | 177,000 | 176,787 | 176,787 | 62,713 CHF | 64,483 CHF | 99.73% | 99.73% |
08/07/2024 | 2.79% | 0.37 CHF | 0.38 CHF | 177,000 | 177,000 | 177,000 | 177,000 | 62,662 CHF | 64,432 CHF | 99.99% | 99.99% |
05/07/2024 | 3.08% | 0.34 CHF | 0.35 CHF | 177,000 | 177,000 | 173,490 | 173,490 | 55,490 CHF | 57,225 CHF | 99.80% | 99.80% |
04/07/2024 | 3.07% | 0.33 CHF | 0.34 CHF | 177,000 | 177,000 | 175,297 | 175,297 | 56,317 CHF | 58,070 CHF | 100.00% | 100.00% |
03/07/2024 | 3.16% | 0.32 CHF | 0.33 CHF | 177,000 | 177,000 | 173,242 | 173,242 | 53,978 CHF | 55,711 CHF | 100.00% | 100.00% |
02/07/2024 | 3.12% | 0.32 CHF | 0.33 CHF | 172,000 | 172,000 | 173,417 | 173,417 | 54,718 CHF | 56,452 CHF | 100.00% | 100.00% |