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 | 1.45% | 0.68 CHF | 0.69 CHF | 76,000 | 76,000 | 76,160 | 76,160 | 52,037 CHF | 52,799 CHF | 100.00% | 100.00% |
12/07/2024 | 1.44% | 0.68 CHF | 0.69 CHF | 76,000 | 76,000 | 76,444 | 76,444 | 52,797 CHF | 53,561 CHF | 100.00% | 100.00% |
11/07/2024 | 1.47% | 0.66 CHF | 0.67 CHF | 76,000 | 76,000 | 76,021 | 76,021 | 51,544 CHF | 52,305 CHF | 99.99% | 99.99% |
10/07/2024 | 1.33% | 0.73 CHF | 0.74 CHF | 78,000 | 78,000 | 78,355 | 78,355 | 58,469 CHF | 59,252 CHF | 100.00% | 100.00% |
09/07/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 78,000 | 78,000 | 77,998 | 77,998 | 57,905 CHF | 58,686 CHF | 100.00% | 100.00% |
08/07/2024 | 1.40% | 0.73 CHF | 0.74 CHF | 78,000 | 78,000 | 77,697 | 77,697 | 55,080 CHF | 55,857 CHF | 99.65% | 99.65% |
05/07/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 76,000 | 76,000 | 76,154 | 76,154 | 51,749 CHF | 52,510 CHF | 100.00% | 100.00% |
04/07/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 76,000 | 76,000 | 76,000 | 76,000 | 52,175 CHF | 52,935 CHF | 100.00% | 100.00% |
03/07/2024 | 1.42% | 0.68 CHF | 0.69 CHF | 76,000 | 76,000 | 76,543 | 76,543 | 53,422 CHF | 54,188 CHF | 100.00% | 100.00% |
02/07/2024 | 1.31% | 0.74 CHF | 0.75 CHF | 78,000 | 78,000 | 79,023 | 79,023 | 60,143 CHF | 60,933 CHF | 100.00% | 100.00% |