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 | 5.09% | 0.43 CHF | 0.45 CHF | 73,000 | 73,000 | 72,104 | 72,104 | 27,740 CHF | 29,182 CHF | 100.00% | 100.00% |
12/07/2024 | 4.89% | 0.36 CHF | 0.38 CHF | 72,000 | 72,000 | 72,088 | 72,088 | 28,827 CHF | 30,268 CHF | 100.00% | 100.00% |
11/07/2024 | 4.24% | 0.40 CHF | 0.42 CHF | 72,000 | 72,000 | 72,853 | 72,853 | 33,780 CHF | 35,238 CHF | 99.99% | 99.99% |
10/07/2024 | 3.55% | 0.54 CHF | 0.56 CHF | 74,000 | 74,000 | 74,011 | 74,011 | 40,979 CHF | 42,459 CHF | 100.00% | 100.00% |
09/07/2024 | 3.62% | 0.59 CHF | 0.61 CHF | 75,000 | 75,000 | 74,164 | 74,164 | 40,264 CHF | 41,747 CHF | 99.73% | 99.73% |
08/07/2024 | 3.63% | 0.55 CHF | 0.57 CHF | 74,000 | 74,000 | 74,000 | 74,000 | 40,050 CHF | 41,530 CHF | 99.29% | 99.29% |
05/07/2024 | 3.90% | 0.54 CHF | 0.56 CHF | 74,000 | 74,000 | 73,459 | 73,459 | 37,004 CHF | 38,474 CHF | 100.00% | 100.00% |
04/07/2024 | 3.73% | 0.52 CHF | 0.54 CHF | 74,000 | 74,000 | 74,000 | 74,000 | 38,975 CHF | 40,455 CHF | 99.61% | 99.61% |
03/07/2024 | 3.55% | 0.55 CHF | 0.57 CHF | 74,000 | 74,000 | 74,241 | 74,241 | 41,109 CHF | 42,594 CHF | 100.00% | 100.00% |
02/07/2024 | 3.08% | 0.62 CHF | 0.64 CHF | 75,000 | 75,000 | 75,421 | 75,421 | 48,284 CHF | 49,792 CHF | 100.00% | 100.00% |