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 | 1.87% | 0.83 CHF | 0.84 CHF | 152,000 | 152,000 | 68,070 | 68,070 | 55,893 CHF | 56,777 CHF | 100.00% | 100.00% |
12/07/2024 | 1.97% | 0.80 CHF | 0.81 CHF | 153,000 | 153,000 | 69,074 | 69,074 | 54,422 CHF | 55,322 CHF | 100.00% | 100.00% |
11/07/2024 | 2.03% | 0.74 CHF | 0.75 CHF | 155,000 | 155,000 | 69,491 | 69,491 | 52,061 CHF | 52,964 CHF | 99.98% | 99.98% |
10/07/2024 | 1.91% | 0.74 CHF | 0.75 CHF | 154,000 | 154,000 | 68,036 | 68,036 | 53,548 CHF | 54,439 CHF | 99.68% | 99.68% |
09/07/2024 | 1.77% | 0.85 CHF | 0.86 CHF | 150,000 | 150,000 | 67,495 | 67,495 | 58,236 CHF | 59,114 CHF | 100.00% | 100.00% |
08/07/2024 | 1.72% | 0.87 CHF | 0.88 CHF | 150,000 | 150,000 | 67,210 | 67,210 | 59,848 CHF | 60,723 CHF | 99.88% | 99.88% |
05/07/2024 | 1.73% | 0.89 CHF | 0.90 CHF | 149,000 | 149,000 | 67,231 | 67,231 | 59,276 CHF | 60,151 CHF | 100.00% | 100.00% |
04/07/2024 | 1.72% | 0.88 CHF | 0.89 CHF | 60,000 | 60,000 | 48,298 | 48,298 | 42,508 CHF | 43,193 CHF | 100.00% | 100.00% |
03/07/2024 | 1.78% | 0.89 CHF | 0.90 CHF | 149,000 | 149,000 | 67,186 | 67,186 | 58,662 CHF | 59,537 CHF | 100.00% | 100.00% |
02/07/2024 | 1.95% | 0.82 CHF | 0.83 CHF | 151,000 | 151,000 | 67,882 | 67,882 | 54,012 CHF | 54,894 CHF | 100.00% | 100.00% |