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 | 3.31% | 0.33 CHF | 0.34 CHF | 109,000 | 109,000 | 108,160 | 108,160 | 32,238 CHF | 33,320 CHF | 99.97% | 99.97% |
12/07/2024 | 3.14% | 0.29 CHF | 0.30 CHF | 108,000 | 108,000 | 108,774 | 108,774 | 34,079 CHF | 35,167 CHF | 100.00% | 100.00% |
11/07/2024 | 3.13% | 0.29 CHF | 0.30 CHF | 108,000 | 108,000 | 108,708 | 108,708 | 34,313 CHF | 35,401 CHF | 100.00% | 100.00% |
10/07/2024 | 2.83% | 0.34 CHF | 0.35 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 38,266 CHF | 39,366 CHF | 100.00% | 100.00% |
09/07/2024 | 2.92% | 0.35 CHF | 0.36 CHF | 110,000 | 110,000 | 109,564 | 109,564 | 37,038 CHF | 38,134 CHF | 100.00% | 100.00% |
08/07/2024 | 3.15% | 0.33 CHF | 0.34 CHF | 109,000 | 109,000 | 108,673 | 108,673 | 34,035 CHF | 35,122 CHF | 100.00% | 100.00% |
05/07/2024 | 3.17% | 0.32 CHF | 0.33 CHF | 109,000 | 109,000 | 108,522 | 108,522 | 33,750 CHF | 34,835 CHF | 99.81% | 99.81% |
04/07/2024 | 3.77% | 0.25 CHF | 0.26 CHF | 106,000 | 106,000 | 106,486 | 106,486 | 27,787 CHF | 28,852 CHF | 99.49% | 99.49% |
03/07/2024 | 3.46% | 0.28 CHF | 0.29 CHF | 107,000 | 107,000 | 107,486 | 107,486 | 30,589 CHF | 31,664 CHF | 100.00% | 100.00% |
02/07/2024 | 3.26% | 0.29 CHF | 0.30 CHF | 108,000 | 108,000 | 108,098 | 108,098 | 32,680 CHF | 33,761 CHF | 100.00% | 100.00% |