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 | 2.30% | 0.43 CHF | 0.44 CHF | 146,000 | 146,000 | 139,725 | 139,725 | 60,001 CHF | 61,399 CHF | 100.00% | 100.00% |
12/07/2024 | 2.42% | 0.41 CHF | 0.42 CHF | 142,000 | 142,000 | 138,304 | 138,304 | 56,538 CHF | 57,921 CHF | 100.00% | 100.00% |
11/07/2024 | 2.44% | 0.41 CHF | 0.42 CHF | 142,000 | 142,000 | 138,247 | 138,247 | 56,152 CHF | 57,535 CHF | 100.00% | 100.00% |
10/07/2024 | 2.40% | 0.41 CHF | 0.42 CHF | 142,000 | 142,000 | 139,499 | 139,499 | 57,524 CHF | 58,919 CHF | 100.00% | 100.00% |
09/07/2024 | 2.44% | 0.41 CHF | 0.42 CHF | 146,000 | 146,000 | 139,289 | 139,289 | 56,333 CHF | 57,726 CHF | 100.00% | 100.00% |
08/07/2024 | 2.47% | 0.40 CHF | 0.41 CHF | 142,000 | 142,000 | 138,308 | 138,308 | 55,315 CHF | 56,698 CHF | 100.00% | 100.00% |
05/07/2024 | 2.55% | 0.40 CHF | 0.41 CHF | 142,000 | 142,000 | 138,293 | 138,293 | 53,601 CHF | 54,984 CHF | 99.82% | 99.82% |
04/07/2024 | 2.48% | 0.40 CHF | 0.41 CHF | 142,000 | 142,000 | 138,290 | 138,290 | 55,191 CHF | 56,574 CHF | 99.50% | 99.50% |
03/07/2024 | 2.40% | 0.41 CHF | 0.42 CHF | 142,000 | 142,000 | 141,325 | 141,325 | 58,179 CHF | 59,593 CHF | 99.36% | 99.36% |
02/07/2024 | 2.17% | 0.44 CHF | 0.45 CHF | 146,000 | 146,000 | 145,930 | 145,930 | 66,413 CHF | 67,872 CHF | 100.00% | 100.00% |