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 | 1.81% | 0.55 CHF | 0.56 CHF | 146,000 | 146,000 | 139,725 | 139,725 | 76,361 CHF | 77,758 CHF | 100.00% | 100.00% |
12/07/2024 | 1.89% | 0.52 CHF | 0.53 CHF | 142,000 | 142,000 | 138,304 | 138,304 | 72,358 CHF | 73,741 CHF | 100.00% | 100.00% |
11/07/2024 | 1.89% | 0.53 CHF | 0.54 CHF | 142,000 | 142,000 | 138,242 | 138,242 | 72,432 CHF | 73,816 CHF | 99.99% | 99.99% |
10/07/2024 | 1.88% | 0.52 CHF | 0.53 CHF | 142,000 | 142,000 | 139,500 | 139,500 | 73,397 CHF | 74,792 CHF | 100.00% | 100.00% |
09/07/2024 | 1.90% | 0.53 CHF | 0.54 CHF | 146,000 | 146,000 | 139,288 | 139,288 | 72,520 CHF | 73,913 CHF | 100.00% | 100.00% |
08/07/2024 | 1.92% | 0.52 CHF | 0.53 CHF | 142,000 | 142,000 | 138,308 | 138,308 | 71,368 CHF | 72,751 CHF | 100.00% | 100.00% |
05/07/2024 | 1.97% | 0.51 CHF | 0.52 CHF | 142,000 | 142,000 | 138,293 | 138,293 | 69,672 CHF | 71,055 CHF | 99.81% | 99.81% |
04/07/2024 | 1.93% | 0.51 CHF | 0.52 CHF | 142,000 | 142,000 | 138,290 | 138,290 | 71,171 CHF | 72,554 CHF | 99.49% | 99.49% |
03/07/2024 | 1.88% | 0.52 CHF | 0.53 CHF | 142,000 | 142,000 | 141,325 | 141,325 | 74,584 CHF | 75,997 CHF | 99.35% | 99.35% |
02/07/2024 | 1.74% | 0.56 CHF | 0.57 CHF | 146,000 | 146,000 | 145,930 | 145,930 | 83,033 CHF | 84,492 CHF | 100.00% | 100.00% |