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 | 1.94% | 0.51 CHF | 0.52 CHF | 179,000 | 179,000 | 179,209 | 179,209 | 91,331 CHF | 93,123 CHF | 100.00% | 100.00% |
12/07/2024 | 2.29% | 0.41 CHF | 0.42 CHF | 174,000 | 174,000 | 174,000 | 174,000 | 75,107 CHF | 76,847 CHF | 100.00% | 100.00% |
11/07/2024 | 2.21% | 0.44 CHF | 0.45 CHF | 174,000 | 174,000 | 174,894 | 174,894 | 78,438 CHF | 80,188 CHF | 99.82% | 99.82% |
10/07/2024 | 1.95% | 0.49 CHF | 0.50 CHF | 179,000 | 179,000 | 179,000 | 179,000 | 90,705 CHF | 92,495 CHF | 100.00% | 100.00% |
09/07/2024 | 2.01% | 0.51 CHF | 0.52 CHF | 179,000 | 179,000 | 178,785 | 178,785 | 88,250 CHF | 90,040 CHF | 99.74% | 99.74% |
08/07/2024 | 2.01% | 0.51 CHF | 0.52 CHF | 179,000 | 179,000 | 179,000 | 179,000 | 88,331 CHF | 90,121 CHF | 100.00% | 100.00% |
05/07/2024 | 2.15% | 0.48 CHF | 0.49 CHF | 179,000 | 179,000 | 175,490 | 175,490 | 80,657 CHF | 82,412 CHF | 99.80% | 99.80% |
04/07/2024 | 2.15% | 0.47 CHF | 0.48 CHF | 179,000 | 179,000 | 177,297 | 177,297 | 81,606 CHF | 83,379 CHF | 100.00% | 100.00% |
03/07/2024 | 2.20% | 0.46 CHF | 0.47 CHF | 179,000 | 179,000 | 175,242 | 175,242 | 78,941 CHF | 80,693 CHF | 100.00% | 100.00% |
02/07/2024 | 2.17% | 0.46 CHF | 0.47 CHF | 174,000 | 174,000 | 175,413 | 175,413 | 79,878 CHF | 81,632 CHF | 100.00% | 100.00% |