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 | 1.93% | 0.53 CHF | 0.54 CHF | 114,000 | 114,000 | 112,091 | 112,091 | 57,555 CHF | 58,676 CHF | 100.00% | 100.00% |
12/07/2024 | 1.93% | 0.50 CHF | 0.51 CHF | 112,000 | 112,000 | 112,325 | 112,325 | 57,792 CHF | 58,915 CHF | 100.00% | 100.00% |
11/07/2024 | 1.89% | 0.53 CHF | 0.54 CHF | 114,000 | 114,000 | 113,611 | 113,611 | 59,612 CHF | 60,748 CHF | 100.00% | 100.00% |
10/07/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 114,000 | 114,000 | 113,617 | 113,617 | 59,358 CHF | 60,494 CHF | 100.00% | 100.00% |
09/07/2024 | 1.82% | 0.54 CHF | 0.55 CHF | 114,000 | 114,000 | 114,667 | 114,667 | 62,330 CHF | 63,476 CHF | 100.00% | 100.00% |
08/07/2024 | 1.91% | 0.51 CHF | 0.52 CHF | 112,000 | 112,000 | 113,825 | 113,825 | 59,064 CHF | 60,203 CHF | 100.00% | 100.00% |
05/07/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 114,000 | 114,000 | 113,999 | 113,999 | 59,940 CHF | 61,080 CHF | 99.82% | 99.82% |
04/07/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 114,000 | 114,000 | 114,000 | 114,000 | 60,246 CHF | 61,386 CHF | 99.50% | 99.50% |
03/07/2024 | 1.91% | 0.52 CHF | 0.53 CHF | 114,000 | 114,000 | 113,627 | 113,627 | 58,991 CHF | 60,128 CHF | 99.36% | 99.36% |
02/07/2024 | 2.07% | 0.53 CHF | 0.54 CHF | 114,000 | 114,000 | 108,834 | 108,834 | 57,241 CHF | 58,341 CHF | 100.00% | 100.00% |