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 | 2.80% | 0.63 CHF | 0.64 CHF | 176,000 | 176,000 | 78,903 | 78,903 | 50,103 CHF | 51,298 CHF | 100.00% | 100.00% |
12/07/2024 | 2.71% | 0.64 CHF | 0.65 CHF | 176,000 | 176,000 | 78,930 | 78,930 | 51,204 CHF | 52,399 CHF | 100.00% | 100.00% |
11/07/2024 | 2.62% | 0.67 CHF | 0.68 CHF | 178,000 | 178,000 | 80,028 | 80,028 | 53,943 CHF | 55,156 CHF | 99.83% | 99.83% |
10/07/2024 | 2.61% | 0.69 CHF | 0.70 CHF | 178,000 | 178,000 | 80,073 | 80,073 | 55,025 CHF | 56,240 CHF | 100.00% | 100.00% |
09/07/2024 | 2.65% | 0.67 CHF | 0.68 CHF | 178,000 | 178,000 | 79,278 | 79,278 | 53,339 CHF | 54,538 CHF | 99.77% | 99.77% |
08/07/2024 | 2.80% | 0.66 CHF | 0.67 CHF | 176,000 | 176,000 | 78,690 | 78,690 | 50,731 CHF | 51,922 CHF | 100.00% | 100.00% |
05/07/2024 | 2.73% | 0.66 CHF | 0.67 CHF | 176,000 | 176,000 | 78,654 | 78,654 | 51,654 CHF | 52,848 CHF | 99.70% | 99.70% |
04/07/2024 | 3.03% | 0.65 CHF | 0.67 CHF | 70,000 | 70,000 | 56,629 | 56,629 | 36,818 CHF | 37,951 CHF | 100.00% | 100.00% |
03/07/2024 | 2.69% | 0.65 CHF | 0.66 CHF | 174,000 | 174,000 | 78,639 | 78,639 | 51,557 CHF | 52,750 CHF | 99.99% | 99.99% |
02/07/2024 | 2.68% | 0.67 CHF | 0.68 CHF | 176,000 | 176,000 | 78,606 | 78,606 | 52,347 CHF | 53,537 CHF | 100.00% | 100.00% |