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 | 2.59% | 0.81 CHF | 0.83 CHF | 73,000 | 73,000 | 72,104 | 72,104 | 55,104 CHF | 56,547 CHF | 100.00% | 100.00% |
12/07/2024 | 2.54% | 0.74 CHF | 0.76 CHF | 72,000 | 72,000 | 72,088 | 72,088 | 56,191 CHF | 57,633 CHF | 100.00% | 100.00% |
11/07/2024 | 2.35% | 0.78 CHF | 0.80 CHF | 72,000 | 72,000 | 72,850 | 72,850 | 61,418 CHF | 62,876 CHF | 99.99% | 99.99% |
10/07/2024 | 2.12% | 0.92 CHF | 0.94 CHF | 74,000 | 74,000 | 74,011 | 74,011 | 69,065 CHF | 70,546 CHF | 100.00% | 100.00% |
09/07/2024 | 2.15% | 0.97 CHF | 0.99 CHF | 75,000 | 75,000 | 74,164 | 74,164 | 68,409 CHF | 69,892 CHF | 99.73% | 99.73% |
08/07/2024 | 2.15% | 0.93 CHF | 0.95 CHF | 74,000 | 74,000 | 74,000 | 74,000 | 68,160 CHF | 69,640 CHF | 99.30% | 99.30% |
05/07/2024 | 2.24% | 0.92 CHF | 0.94 CHF | 74,000 | 74,000 | 73,459 | 73,459 | 64,890 CHF | 66,359 CHF | 100.00% | 100.00% |
04/07/2024 | 2.18% | 0.89 CHF | 0.91 CHF | 74,000 | 74,000 | 74,000 | 74,000 | 67,084 CHF | 68,564 CHF | 99.61% | 99.61% |
03/07/2024 | 2.12% | 0.93 CHF | 0.95 CHF | 74,000 | 74,000 | 74,241 | 74,241 | 69,311 CHF | 70,796 CHF | 100.00% | 100.00% |
02/07/2024 | 1.94% | 1.00 CHF | 1.02 CHF | 75,000 | 75,000 | 75,421 | 75,421 | 76,930 CHF | 78,439 CHF | 100.00% | 100.00% |