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 | 2.37% | 0.43 CHF | 0.44 CHF | 58,100 | 58,100 | 60,122 | 60,122 | 25,020 CHF | 25,622 CHF | 100.00% | 100.00% |
12/07/2024 | 2.20% | 0.45 CHF | 0.46 CHF | 57,900 | 57,900 | 57,661 | 57,661 | 25,909 CHF | 26,486 CHF | 100.00% | 100.00% |
11/07/2024 | 2.33% | 0.44 CHF | 0.45 CHF | 59,500 | 59,500 | 61,033 | 61,033 | 25,938 CHF | 26,549 CHF | 100.00% | 100.00% |
10/07/2024 | 2.32% | 0.43 CHF | 0.44 CHF | 62,600 | 62,600 | 61,312 | 61,312 | 26,141 CHF | 26,754 CHF | 100.00% | 100.00% |
09/07/2024 | 2.30% | 0.42 CHF | 0.43 CHF | 58,000 | 58,000 | 57,123 | 57,123 | 24,539 CHF | 25,110 CHF | 100.00% | 100.00% |
08/07/2024 | 2.19% | 0.47 CHF | 0.48 CHF | 52,800 | 52,800 | 52,582 | 52,582 | 23,748 CHF | 24,274 CHF | 100.00% | 100.00% |
05/07/2024 | 1.90% | 0.49 CHF | 0.50 CHF | 50,600 | 50,600 | 48,852 | 48,852 | 25,548 CHF | 26,036 CHF | 99.80% | 99.80% |
04/07/2024 | 1.90% | 0.53 CHF | 0.54 CHF | 48,100 | 48,100 | 47,972 | 47,972 | 25,050 CHF | 25,530 CHF | 99.49% | 99.49% |
03/07/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 53,400 | 53,400 | 53,184 | 53,184 | 28,839 CHF | 29,371 CHF | 99.35% | 99.35% |
02/07/2024 | 2.20% | 0.46 CHF | 0.47 CHF | 55,300 | 55,300 | 55,357 | 55,357 | 24,844 CHF | 25,397 CHF | 100.00% | 100.00% |