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 | 3.29% | 0.54 CHF | 0.55 CHF | 176,000 | 176,000 | 78,923 | 78,923 | 42,500 CHF | 43,696 CHF | 100.00% | 100.00% |
12/07/2024 | 3.17% | 0.54 CHF | 0.55 CHF | 176,000 | 176,000 | 78,930 | 78,930 | 43,506 CHF | 44,701 CHF | 100.00% | 100.00% |
11/07/2024 | 3.06% | 0.57 CHF | 0.58 CHF | 178,000 | 178,000 | 80,029 | 80,029 | 46,058 CHF | 47,272 CHF | 99.82% | 99.82% |
10/07/2024 | 3.05% | 0.59 CHF | 0.60 CHF | 178,000 | 178,000 | 80,073 | 80,073 | 47,083 CHF | 48,298 CHF | 100.00% | 100.00% |
09/07/2024 | 3.10% | 0.58 CHF | 0.59 CHF | 178,000 | 178,000 | 79,295 | 79,295 | 45,488 CHF | 46,687 CHF | 99.73% | 99.73% |
08/07/2024 | 3.30% | 0.57 CHF | 0.58 CHF | 176,000 | 176,000 | 78,691 | 78,691 | 43,105 CHF | 44,296 CHF | 100.00% | 100.00% |
05/07/2024 | 3.21% | 0.56 CHF | 0.57 CHF | 176,000 | 176,000 | 78,650 | 78,650 | 43,887 CHF | 45,081 CHF | 99.70% | 99.70% |
04/07/2024 | 3.57% | 0.55 CHF | 0.57 CHF | 70,000 | 70,000 | 56,630 | 56,630 | 31,161 CHF | 32,294 CHF | 100.00% | 100.00% |
03/07/2024 | 3.16% | 0.55 CHF | 0.56 CHF | 174,000 | 174,000 | 78,639 | 78,639 | 43,783 CHF | 44,976 CHF | 99.99% | 99.99% |
02/07/2024 | 3.14% | 0.57 CHF | 0.58 CHF | 176,000 | 176,000 | 78,597 | 78,597 | 44,507 CHF | 45,697 CHF | 99.99% | 99.99% |