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 | 4.38% | 0.40 CHF | 0.41 CHF | 176,000 | 176,000 | 78,903 | 78,903 | 31,787 CHF | 32,983 CHF | 100.00% | 100.00% |
12/07/2024 | 4.20% | 0.40 CHF | 0.41 CHF | 176,000 | 176,000 | 78,929 | 78,929 | 32,674 CHF | 33,869 CHF | 100.00% | 100.00% |
11/07/2024 | 3.97% | 0.43 CHF | 0.44 CHF | 178,000 | 178,000 | 80,028 | 80,028 | 35,305 CHF | 36,519 CHF | 99.82% | 99.82% |
10/07/2024 | 3.99% | 0.46 CHF | 0.47 CHF | 178,000 | 178,000 | 80,075 | 80,075 | 36,088 CHF | 37,303 CHF | 100.00% | 100.00% |
09/07/2024 | 4.05% | 0.44 CHF | 0.45 CHF | 178,000 | 178,000 | 79,283 | 79,283 | 34,764 CHF | 35,963 CHF | 99.76% | 99.76% |
08/07/2024 | 4.37% | 0.43 CHF | 0.44 CHF | 176,000 | 176,000 | 78,691 | 78,691 | 32,577 CHF | 33,768 CHF | 100.00% | 100.00% |
05/07/2024 | 4.20% | 0.43 CHF | 0.44 CHF | 176,000 | 176,000 | 78,652 | 78,652 | 33,340 CHF | 34,533 CHF | 99.70% | 99.70% |
04/07/2024 | 4.70% | 0.41 CHF | 0.43 CHF | 70,000 | 70,000 | 56,630 | 56,630 | 23,593 CHF | 24,726 CHF | 100.00% | 100.00% |
03/07/2024 | 4.12% | 0.41 CHF | 0.42 CHF | 174,000 | 174,000 | 78,634 | 78,634 | 33,250 CHF | 34,442 CHF | 99.99% | 99.99% |
02/07/2024 | 4.13% | 0.43 CHF | 0.44 CHF | 176,000 | 176,000 | 78,606 | 78,606 | 33,724 CHF | 34,914 CHF | 100.00% | 100.00% |