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 | 3.48% | 0.30 CHF | 0.31 CHF | 47,000 | 47,000 | 47,170 | 47,170 | 13,363 CHF | 13,835 CHF | 100.00% | 100.00% |
12/07/2024 | 3.73% | 0.26 CHF | 0.27 CHF | 47,000 | 47,000 | 47,000 | 47,000 | 12,355 CHF | 12,825 CHF | 100.00% | 100.00% |
11/07/2024 | 3.95% | 0.26 CHF | 0.27 CHF | 47,000 | 47,000 | 46,975 | 46,975 | 11,671 CHF | 12,141 CHF | 99.99% | 99.99% |
10/07/2024 | 3.67% | 0.27 CHF | 0.28 CHF | 47,000 | 47,000 | 47,000 | 47,000 | 12,577 CHF | 13,047 CHF | 100.00% | 100.00% |
09/07/2024 | 3.96% | 0.29 CHF | 0.30 CHF | 47,000 | 47,000 | 46,944 | 46,944 | 11,651 CHF | 12,121 CHF | 100.00% | 100.00% |
08/07/2024 | 4.23% | 0.23 CHF | 0.24 CHF | 46,000 | 46,000 | 46,303 | 46,303 | 10,748 CHF | 11,211 CHF | 100.00% | 100.00% |
05/07/2024 | 3.43% | 0.27 CHF | 0.28 CHF | 47,000 | 47,000 | 47,174 | 47,174 | 13,564 CHF | 14,035 CHF | 100.00% | 100.00% |
04/07/2024 | 3.13% | 0.33 CHF | 0.34 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 15,125 CHF | 15,605 CHF | 100.00% | 100.00% |
03/07/2024 | 3.04% | 0.32 CHF | 0.33 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 15,567 CHF | 16,047 CHF | 100.00% | 100.00% |
02/07/2024 | 2.92% | 0.32 CHF | 0.33 CHF | 48,000 | 48,000 | 48,000 | 48,000 | 16,192 CHF | 16,672 CHF | 100.00% | 100.00% |