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 | 2.50% | 0.42 CHF | 0.43 CHF | 109,000 | 109,000 | 108,160 | 108,160 | 42,834 CHF | 43,916 CHF | 99.98% | 99.98% |
12/07/2024 | 2.40% | 0.39 CHF | 0.40 CHF | 108,000 | 108,000 | 108,773 | 108,773 | 44,791 CHF | 45,879 CHF | 100.00% | 100.00% |
11/07/2024 | 2.39% | 0.39 CHF | 0.40 CHF | 108,000 | 108,000 | 108,708 | 108,708 | 45,022 CHF | 46,110 CHF | 100.00% | 100.00% |
10/07/2024 | 2.22% | 0.44 CHF | 0.45 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 49,066 CHF | 50,166 CHF | 100.00% | 100.00% |
09/07/2024 | 2.27% | 0.45 CHF | 0.46 CHF | 110,000 | 110,000 | 109,563 | 109,563 | 47,794 CHF | 48,890 CHF | 100.00% | 100.00% |
08/07/2024 | 2.40% | 0.42 CHF | 0.43 CHF | 109,000 | 109,000 | 108,673 | 108,673 | 44,804 CHF | 45,891 CHF | 100.00% | 100.00% |
05/07/2024 | 2.41% | 0.42 CHF | 0.43 CHF | 109,000 | 109,000 | 108,522 | 108,522 | 44,485 CHF | 45,570 CHF | 99.81% | 99.81% |
04/07/2024 | 2.74% | 0.35 CHF | 0.36 CHF | 106,000 | 106,000 | 106,486 | 106,486 | 38,326 CHF | 39,391 CHF | 99.49% | 99.49% |
03/07/2024 | 2.58% | 0.37 CHF | 0.38 CHF | 107,000 | 107,000 | 107,486 | 107,486 | 41,221 CHF | 42,296 CHF | 100.00% | 100.00% |
02/07/2024 | 2.46% | 0.38 CHF | 0.39 CHF | 108,000 | 108,000 | 108,098 | 108,098 | 43,430 CHF | 44,511 CHF | 100.00% | 100.00% |