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 | 2.44% | 0.63 CHF | 0.64 CHF | 152,000 | 152,000 | 68,077 | 68,077 | 42,487 CHF | 43,371 CHF | 99.88% | 99.88% |
12/07/2024 | 2.63% | 0.61 CHF | 0.62 CHF | 153,000 | 153,000 | 69,078 | 69,078 | 40,723 CHF | 41,623 CHF | 100.00% | 100.00% |
11/07/2024 | 2.73% | 0.55 CHF | 0.56 CHF | 155,000 | 155,000 | 69,505 | 69,505 | 38,377 CHF | 39,281 CHF | 100.00% | 100.00% |
10/07/2024 | 2.52% | 0.54 CHF | 0.55 CHF | 154,000 | 154,000 | 68,116 | 68,116 | 40,114 CHF | 41,005 CHF | 99.55% | 99.55% |
09/07/2024 | 2.28% | 0.65 CHF | 0.66 CHF | 150,000 | 150,000 | 67,496 | 67,496 | 44,873 CHF | 45,751 CHF | 100.00% | 100.00% |
08/07/2024 | 2.20% | 0.67 CHF | 0.68 CHF | 150,000 | 150,000 | 67,298 | 67,298 | 46,642 CHF | 47,519 CHF | 99.99% | 99.99% |
05/07/2024 | 2.22% | 0.69 CHF | 0.70 CHF | 149,000 | 149,000 | 67,231 | 67,231 | 45,981 CHF | 46,856 CHF | 100.00% | 100.00% |
04/07/2024 | 2.22% | 0.68 CHF | 0.69 CHF | 60,000 | 60,000 | 48,298 | 48,298 | 32,858 CHF | 33,543 CHF | 100.00% | 100.00% |
03/07/2024 | 2.30% | 0.69 CHF | 0.70 CHF | 149,000 | 149,000 | 67,186 | 67,186 | 45,342 CHF | 46,217 CHF | 100.00% | 100.00% |
02/07/2024 | 2.59% | 0.62 CHF | 0.63 CHF | 151,000 | 151,000 | 67,882 | 67,882 | 40,509 CHF | 41,391 CHF | 100.00% | 100.00% |