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 | 2.17% | 0.44 CHF | 0.45 CHF | 114,000 | 114,000 | 113,481 | 113,481 | 51,643 CHF | 52,778 CHF | 100.00% | 100.00% |
12/07/2024 | 1.93% | 0.54 CHF | 0.55 CHF | 112,000 | 112,000 | 111,526 | 111,526 | 57,348 CHF | 58,464 CHF | 100.00% | 100.00% |
11/07/2024 | 2.16% | 0.50 CHF | 0.51 CHF | 112,000 | 112,000 | 113,318 | 113,318 | 51,942 CHF | 53,076 CHF | 100.00% | 100.00% |
10/07/2024 | 2.78% | 0.43 CHF | 0.44 CHF | 114,000 | 114,000 | 115,903 | 115,903 | 41,778 CHF | 42,937 CHF | 100.00% | 100.00% |
09/07/2024 | 2.99% | 0.32 CHF | 0.33 CHF | 118,000 | 118,000 | 116,883 | 116,883 | 38,622 CHF | 39,791 CHF | 100.00% | 100.00% |
08/07/2024 | 3.01% | 0.31 CHF | 0.32 CHF | 118,000 | 118,000 | 117,466 | 117,466 | 38,512 CHF | 39,686 CHF | 100.00% | 100.00% |
05/07/2024 | 2.69% | 0.33 CHF | 0.34 CHF | 118,000 | 118,000 | 115,871 | 115,871 | 42,706 CHF | 43,865 CHF | 99.78% | 99.78% |
04/07/2024 | 2.78% | 0.36 CHF | 0.37 CHF | 116,000 | 116,000 | 115,890 | 115,890 | 41,234 CHF | 42,392 CHF | 99.49% | 99.49% |
03/07/2024 | 2.54% | 0.38 CHF | 0.39 CHF | 116,000 | 116,000 | 115,519 | 115,519 | 44,875 CHF | 46,030 CHF | 99.35% | 99.35% |
02/07/2024 | 3.02% | 0.34 CHF | 0.35 CHF | 118,000 | 118,000 | 117,471 | 117,471 | 38,389 CHF | 39,563 CHF | 99.99% | 99.99% |