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 | 3.98% | 0.44 CHF | 0.45 CHF | 176,000 | 176,000 | 78,903 | 78,903 | 35,075 CHF | 36,270 CHF | 100.00% | 100.00% |
12/07/2024 | 3.81% | 0.45 CHF | 0.46 CHF | 176,000 | 176,000 | 78,928 | 78,928 | 36,087 CHF | 37,283 CHF | 100.00% | 100.00% |
11/07/2024 | 3.63% | 0.48 CHF | 0.49 CHF | 178,000 | 178,000 | 80,029 | 80,029 | 38,701 CHF | 39,914 CHF | 99.82% | 99.82% |
10/07/2024 | 3.61% | 0.50 CHF | 0.51 CHF | 178,000 | 178,000 | 80,074 | 80,074 | 39,658 CHF | 40,873 CHF | 100.00% | 100.00% |
09/07/2024 | 3.68% | 0.48 CHF | 0.49 CHF | 178,000 | 178,000 | 79,293 | 79,293 | 38,247 CHF | 39,446 CHF | 99.73% | 99.73% |
08/07/2024 | 3.98% | 0.47 CHF | 0.48 CHF | 176,000 | 176,000 | 78,690 | 78,690 | 35,762 CHF | 36,953 CHF | 100.00% | 100.00% |
05/07/2024 | 3.83% | 0.47 CHF | 0.48 CHF | 176,000 | 176,000 | 78,649 | 78,649 | 36,623 CHF | 37,817 CHF | 99.70% | 99.70% |
04/07/2024 | 4.26% | 0.46 CHF | 0.48 CHF | 70,000 | 70,000 | 56,629 | 56,629 | 26,051 CHF | 27,184 CHF | 100.00% | 100.00% |
03/07/2024 | 3.77% | 0.46 CHF | 0.47 CHF | 174,000 | 174,000 | 78,639 | 78,639 | 36,522 CHF | 37,714 CHF | 99.99% | 99.99% |
02/07/2024 | 3.76% | 0.48 CHF | 0.49 CHF | 176,000 | 176,000 | 78,598 | 78,598 | 37,065 CHF | 38,255 CHF | 99.99% | 99.99% |