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 | 1.47% | 0.69 CHF | 0.70 CHF | 114,000 | 114,000 | 112,091 | 112,091 | 75,599 CHF | 76,720 CHF | 100.00% | 100.00% |
12/07/2024 | 1.47% | 0.67 CHF | 0.68 CHF | 112,000 | 112,000 | 112,325 | 112,325 | 75,868 CHF | 76,992 CHF | 100.00% | 100.00% |
11/07/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 114,000 | 114,000 | 113,614 | 113,614 | 77,865 CHF | 79,001 CHF | 99.99% | 99.99% |
10/07/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 114,000 | 114,000 | 113,617 | 113,617 | 77,579 CHF | 78,715 CHF | 100.00% | 100.00% |
09/07/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 114,000 | 114,000 | 114,667 | 114,667 | 80,712 CHF | 81,859 CHF | 100.00% | 100.00% |
08/07/2024 | 1.46% | 0.67 CHF | 0.68 CHF | 112,000 | 112,000 | 113,826 | 113,826 | 77,286 CHF | 78,424 CHF | 100.00% | 100.00% |
05/07/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 114,000 | 114,000 | 113,999 | 113,999 | 78,281 CHF | 79,421 CHF | 99.82% | 99.82% |
04/07/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 114,000 | 114,000 | 114,000 | 114,000 | 78,550 CHF | 79,690 CHF | 99.50% | 99.50% |
03/07/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 114,000 | 114,000 | 113,627 | 113,627 | 77,243 CHF | 78,379 CHF | 99.35% | 99.35% |
02/07/2024 | 1.59% | 0.69 CHF | 0.70 CHF | 114,000 | 114,000 | 108,834 | 108,834 | 74,658 CHF | 75,758 CHF | 100.00% | 100.00% |