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 | 2.74% | 0.34 CHF | 0.35 CHF | 114,000 | 114,000 | 113,481 | 113,481 | 40,891 CHF | 42,026 CHF | 100.00% | 100.00% |
12/07/2024 | 2.36% | 0.45 CHF | 0.46 CHF | 112,000 | 112,000 | 111,526 | 111,526 | 46,799 CHF | 47,914 CHF | 100.00% | 100.00% |
11/07/2024 | 2.73% | 0.40 CHF | 0.41 CHF | 112,000 | 112,000 | 113,314 | 113,314 | 41,121 CHF | 42,255 CHF | 100.00% | 100.00% |
10/07/2024 | 3.77% | 0.34 CHF | 0.35 CHF | 114,000 | 114,000 | 115,903 | 115,903 | 31,042 CHF | 32,201 CHF | 100.00% | 100.00% |
09/07/2024 | 4.12% | 0.23 CHF | 0.24 CHF | 118,000 | 118,000 | 116,883 | 116,883 | 27,885 CHF | 29,054 CHF | 100.00% | 100.00% |
08/07/2024 | 4.16% | 0.22 CHF | 0.23 CHF | 118,000 | 118,000 | 117,466 | 117,466 | 27,673 CHF | 28,848 CHF | 100.00% | 100.00% |
05/07/2024 | 3.59% | 0.24 CHF | 0.25 CHF | 118,000 | 118,000 | 115,872 | 115,872 | 31,835 CHF | 32,993 CHF | 99.81% | 99.81% |
04/07/2024 | 3.76% | 0.27 CHF | 0.28 CHF | 116,000 | 116,000 | 115,890 | 115,890 | 30,337 CHF | 31,496 CHF | 99.49% | 99.49% |
03/07/2024 | 3.34% | 0.29 CHF | 0.30 CHF | 116,000 | 116,000 | 115,519 | 115,519 | 34,067 CHF | 35,222 CHF | 99.36% | 99.36% |
02/07/2024 | 4.15% | 0.25 CHF | 0.26 CHF | 118,000 | 118,000 | 117,471 | 117,471 | 27,758 CHF | 28,933 CHF | 100.00% | 100.00% |