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 | 2.78% | 0.33 CHF | 0.34 CHF | 114,000 | 114,000 | 113,481 | 113,481 | 40,235 CHF | 41,370 CHF | 100.00% | 100.00% |
12/07/2024 | 2.39% | 0.44 CHF | 0.45 CHF | 112,000 | 112,000 | 111,526 | 111,526 | 46,104 CHF | 47,219 CHF | 100.00% | 100.00% |
11/07/2024 | 2.77% | 0.40 CHF | 0.41 CHF | 112,000 | 112,000 | 113,316 | 113,316 | 40,536 CHF | 41,670 CHF | 99.99% | 99.99% |
10/07/2024 | 3.90% | 0.33 CHF | 0.34 CHF | 114,000 | 114,000 | 115,903 | 115,903 | 30,133 CHF | 31,292 CHF | 100.00% | 100.00% |
09/07/2024 | 4.28% | 0.22 CHF | 0.23 CHF | 118,000 | 118,000 | 116,883 | 116,883 | 26,828 CHF | 27,997 CHF | 100.00% | 100.00% |
08/07/2024 | 4.32% | 0.21 CHF | 0.22 CHF | 118,000 | 118,000 | 117,466 | 117,466 | 26,671 CHF | 27,846 CHF | 100.00% | 100.00% |
05/07/2024 | 3.69% | 0.23 CHF | 0.24 CHF | 118,000 | 118,000 | 115,872 | 115,872 | 31,019 CHF | 32,177 CHF | 99.81% | 99.81% |
04/07/2024 | 3.87% | 0.26 CHF | 0.27 CHF | 116,000 | 116,000 | 115,890 | 115,890 | 29,487 CHF | 30,646 CHF | 99.49% | 99.49% |
03/07/2024 | 3.42% | 0.28 CHF | 0.29 CHF | 116,000 | 116,000 | 115,519 | 115,519 | 33,236 CHF | 34,392 CHF | 99.37% | 99.37% |
02/07/2024 | 4.34% | 0.24 CHF | 0.25 CHF | 118,000 | 118,000 | 117,471 | 117,471 | 26,570 CHF | 27,745 CHF | 100.00% | 100.00% |