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 | 3.10% | 0.32 CHF | 0.33 CHF | 146,000 | 146,000 | 139,725 | 139,725 | 44,457 CHF | 45,854 CHF | 100.00% | 100.00% |
12/07/2024 | 3.31% | 0.29 CHF | 0.30 CHF | 142,000 | 142,000 | 138,304 | 138,304 | 41,121 CHF | 42,504 CHF | 100.00% | 100.00% |
11/07/2024 | 3.33% | 0.30 CHF | 0.31 CHF | 142,000 | 142,000 | 138,252 | 138,252 | 40,916 CHF | 42,300 CHF | 100.00% | 100.00% |
10/07/2024 | 3.26% | 0.30 CHF | 0.31 CHF | 142,000 | 142,000 | 139,500 | 139,500 | 42,142 CHF | 43,537 CHF | 100.00% | 100.00% |
09/07/2024 | 3.34% | 0.30 CHF | 0.31 CHF | 146,000 | 146,000 | 139,288 | 139,288 | 40,993 CHF | 42,386 CHF | 100.00% | 100.00% |
08/07/2024 | 3.39% | 0.29 CHF | 0.30 CHF | 142,000 | 142,000 | 138,308 | 138,308 | 40,089 CHF | 41,472 CHF | 100.00% | 100.00% |
05/07/2024 | 3.54% | 0.28 CHF | 0.29 CHF | 142,000 | 142,000 | 138,293 | 138,293 | 38,369 CHF | 39,752 CHF | 99.81% | 99.81% |
04/07/2024 | 3.40% | 0.29 CHF | 0.30 CHF | 142,000 | 142,000 | 138,290 | 138,290 | 39,987 CHF | 41,370 CHF | 99.49% | 99.49% |
03/07/2024 | 3.26% | 0.30 CHF | 0.31 CHF | 142,000 | 142,000 | 141,325 | 141,325 | 42,635 CHF | 44,048 CHF | 99.36% | 99.36% |
02/07/2024 | 2.85% | 0.33 CHF | 0.34 CHF | 146,000 | 146,000 | 145,930 | 145,930 | 50,433 CHF | 51,892 CHF | 100.00% | 100.00% |