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 | 2.01% | 0.50 CHF | 0.51 CHF | 146,000 | 146,000 | 139,725 | 139,725 | 68,855 CHF | 70,253 CHF | 100.00% | 100.00% |
12/07/2024 | 2.10% | 0.47 CHF | 0.48 CHF | 142,000 | 142,000 | 138,304 | 138,304 | 65,065 CHF | 66,448 CHF | 100.00% | 100.00% |
11/07/2024 | 2.11% | 0.47 CHF | 0.48 CHF | 142,000 | 142,000 | 138,249 | 138,249 | 64,839 CHF | 66,223 CHF | 100.00% | 100.00% |
10/07/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 142,000 | 142,000 | 139,500 | 139,500 | 66,005 CHF | 67,400 CHF | 100.00% | 100.00% |
09/07/2024 | 2.12% | 0.48 CHF | 0.49 CHF | 146,000 | 146,000 | 139,288 | 139,288 | 64,942 CHF | 66,334 CHF | 100.00% | 100.00% |
08/07/2024 | 2.14% | 0.47 CHF | 0.48 CHF | 142,000 | 142,000 | 138,308 | 138,308 | 63,921 CHF | 65,304 CHF | 100.00% | 100.00% |
05/07/2024 | 2.20% | 0.46 CHF | 0.47 CHF | 142,000 | 142,000 | 138,293 | 138,293 | 62,200 CHF | 63,583 CHF | 99.81% | 99.81% |
04/07/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 142,000 | 142,000 | 138,290 | 138,290 | 63,810 CHF | 65,193 CHF | 99.49% | 99.49% |
03/07/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 142,000 | 142,000 | 141,325 | 141,325 | 67,064 CHF | 68,477 CHF | 99.35% | 99.35% |
02/07/2024 | 1.92% | 0.50 CHF | 0.51 CHF | 146,000 | 146,000 | 145,929 | 145,929 | 75,338 CHF | 76,798 CHF | 99.99% | 99.99% |