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 | 3.98% | 0.25 CHF | 0.26 CHF | 146,000 | 146,000 | 139,725 | 139,725 | 34,454 CHF | 35,851 CHF | 100.00% | 100.00% |
12/07/2024 | 4.36% | 0.22 CHF | 0.23 CHF | 142,000 | 142,000 | 138,304 | 138,304 | 31,056 CHF | 32,439 CHF | 100.00% | 100.00% |
11/07/2024 | 4.37% | 0.23 CHF | 0.24 CHF | 142,000 | 142,000 | 138,237 | 138,237 | 31,050 CHF | 32,433 CHF | 100.00% | 100.00% |
10/07/2024 | 4.26% | 0.23 CHF | 0.24 CHF | 142,000 | 142,000 | 139,500 | 139,500 | 32,054 CHF | 33,449 CHF | 100.00% | 100.00% |
09/07/2024 | 4.39% | 0.24 CHF | 0.25 CHF | 146,000 | 146,000 | 139,288 | 139,288 | 31,114 CHF | 32,507 CHF | 100.00% | 100.00% |
08/07/2024 | 4.46% | 0.22 CHF | 0.23 CHF | 142,000 | 142,000 | 138,308 | 138,308 | 30,282 CHF | 31,666 CHF | 100.00% | 100.00% |
05/07/2024 | 4.73% | 0.22 CHF | 0.23 CHF | 142,000 | 142,000 | 138,293 | 138,293 | 28,574 CHF | 29,957 CHF | 99.82% | 99.82% |
04/07/2024 | 4.49% | 0.22 CHF | 0.23 CHF | 142,000 | 142,000 | 138,289 | 138,289 | 30,151 CHF | 31,534 CHF | 99.50% | 99.50% |
03/07/2024 | 4.24% | 0.23 CHF | 0.24 CHF | 142,000 | 142,000 | 141,325 | 141,325 | 32,656 CHF | 34,069 CHF | 99.36% | 99.36% |
02/07/2024 | 3.58% | 0.26 CHF | 0.27 CHF | 146,000 | 146,000 | 145,930 | 145,930 | 40,123 CHF | 41,582 CHF | 100.00% | 100.00% |