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 | 3.29% | 0.54 CHF | 0.55 CHF | 176,000 | 176,000 | 78,903 | 78,903 | 42,486 CHF | 43,681 CHF | 100.00% | 100.00% |
12/07/2024 | 3.17% | 0.54 CHF | 0.55 CHF | 176,000 | 176,000 | 78,925 | 78,925 | 43,502 CHF | 44,697 CHF | 100.00% | 100.00% |
11/07/2024 | 3.06% | 0.57 CHF | 0.58 CHF | 178,000 | 178,000 | 80,025 | 80,025 | 46,064 CHF | 47,278 CHF | 99.83% | 99.83% |
10/07/2024 | 3.05% | 0.59 CHF | 0.60 CHF | 178,000 | 178,000 | 80,073 | 80,073 | 47,079 CHF | 48,294 CHF | 100.00% | 100.00% |
09/07/2024 | 3.10% | 0.58 CHF | 0.59 CHF | 178,000 | 178,000 | 79,284 | 79,284 | 45,483 CHF | 46,682 CHF | 99.75% | 99.75% |
08/07/2024 | 3.31% | 0.57 CHF | 0.58 CHF | 176,000 | 176,000 | 78,689 | 78,689 | 43,010 CHF | 44,202 CHF | 100.00% | 100.00% |
05/07/2024 | 3.21% | 0.56 CHF | 0.57 CHF | 176,000 | 176,000 | 78,658 | 78,658 | 43,863 CHF | 45,057 CHF | 99.71% | 99.71% |
04/07/2024 | 3.57% | 0.55 CHF | 0.57 CHF | 70,000 | 70,000 | 56,629 | 56,629 | 31,161 CHF | 32,294 CHF | 100.00% | 100.00% |
03/07/2024 | 3.16% | 0.55 CHF | 0.56 CHF | 174,000 | 174,000 | 78,639 | 78,639 | 43,782 CHF | 44,975 CHF | 99.99% | 99.99% |
02/07/2024 | 3.14% | 0.57 CHF | 0.58 CHF | 176,000 | 176,000 | 78,597 | 78,597 | 44,510 CHF | 45,700 CHF | 99.99% | 99.99% |