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 | 2.04% | 0.49 CHF | 0.50 CHF | 146,000 | 146,000 | 139,725 | 139,725 | 67,968 CHF | 69,366 CHF | 100.00% | 100.00% |
12/07/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 142,000 | 142,000 | 138,304 | 138,304 | 64,056 CHF | 65,439 CHF | 100.00% | 100.00% |
11/07/2024 | 2.13% | 0.47 CHF | 0.48 CHF | 142,000 | 142,000 | 138,247 | 138,247 | 64,163 CHF | 65,546 CHF | 100.00% | 100.00% |
10/07/2024 | 2.12% | 0.46 CHF | 0.47 CHF | 142,000 | 142,000 | 139,500 | 139,500 | 65,108 CHF | 66,503 CHF | 100.00% | 100.00% |
09/07/2024 | 2.15% | 0.47 CHF | 0.48 CHF | 146,000 | 146,000 | 139,288 | 139,288 | 64,231 CHF | 65,624 CHF | 100.00% | 100.00% |
08/07/2024 | 2.16% | 0.46 CHF | 0.47 CHF | 142,000 | 142,000 | 138,308 | 138,308 | 63,211 CHF | 64,594 CHF | 100.00% | 100.00% |
05/07/2024 | 2.23% | 0.45 CHF | 0.46 CHF | 142,000 | 142,000 | 138,293 | 138,293 | 61,434 CHF | 62,817 CHF | 99.82% | 99.82% |
04/07/2024 | 2.17% | 0.45 CHF | 0.46 CHF | 142,000 | 142,000 | 138,290 | 138,290 | 62,960 CHF | 64,343 CHF | 99.50% | 99.50% |
03/07/2024 | 2.11% | 0.46 CHF | 0.47 CHF | 142,000 | 142,000 | 141,325 | 141,325 | 66,179 CHF | 67,593 CHF | 99.36% | 99.36% |
02/07/2024 | 1.94% | 0.50 CHF | 0.51 CHF | 146,000 | 146,000 | 145,928 | 145,928 | 74,486 CHF | 75,945 CHF | 100.00% | 100.00% |