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 | 3.52% | 0.60 CHF | 0.62 CHF | 73,000 | 73,000 | 72,104 | 72,104 | 40,369 CHF | 41,811 CHF | 100.00% | 100.00% |
12/07/2024 | 3.42% | 0.54 CHF | 0.56 CHF | 72,000 | 72,000 | 72,088 | 72,088 | 41,476 CHF | 42,917 CHF | 100.00% | 100.00% |
11/07/2024 | 3.10% | 0.58 CHF | 0.60 CHF | 72,000 | 72,000 | 72,853 | 72,853 | 46,458 CHF | 47,916 CHF | 99.99% | 99.99% |
10/07/2024 | 2.71% | 0.71 CHF | 0.73 CHF | 74,000 | 74,000 | 74,011 | 74,011 | 53,928 CHF | 55,408 CHF | 100.00% | 100.00% |
09/07/2024 | 2.75% | 0.77 CHF | 0.79 CHF | 75,000 | 75,000 | 74,164 | 74,164 | 53,251 CHF | 54,735 CHF | 99.78% | 99.78% |
08/07/2024 | 2.75% | 0.73 CHF | 0.75 CHF | 74,000 | 74,000 | 74,000 | 74,000 | 53,094 CHF | 54,574 CHF | 99.26% | 99.26% |
05/07/2024 | 2.91% | 0.72 CHF | 0.74 CHF | 74,000 | 74,000 | 73,459 | 73,459 | 49,838 CHF | 51,307 CHF | 100.00% | 100.00% |
04/07/2024 | 2.81% | 0.69 CHF | 0.71 CHF | 74,000 | 74,000 | 74,000 | 74,000 | 51,979 CHF | 53,459 CHF | 99.59% | 99.59% |
03/07/2024 | 2.70% | 0.73 CHF | 0.75 CHF | 74,000 | 74,000 | 74,241 | 74,241 | 54,197 CHF | 55,682 CHF | 100.00% | 100.00% |
02/07/2024 | 2.42% | 0.80 CHF | 0.82 CHF | 75,000 | 75,000 | 75,421 | 75,421 | 61,583 CHF | 63,092 CHF | 100.00% | 100.00% |