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 | 2.20% | 0.46 CHF | 0.47 CHF | 114,000 | 114,000 | 112,091 | 112,091 | 50,477 CHF | 51,598 CHF | 100.00% | 100.00% |
12/07/2024 | 2.20% | 0.44 CHF | 0.45 CHF | 112,000 | 112,000 | 112,325 | 112,325 | 50,573 CHF | 51,696 CHF | 100.00% | 100.00% |
11/07/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 114,000 | 114,000 | 113,602 | 113,602 | 52,545 CHF | 53,682 CHF | 100.00% | 100.00% |
10/07/2024 | 2.15% | 0.46 CHF | 0.47 CHF | 114,000 | 114,000 | 113,617 | 113,617 | 52,196 CHF | 53,332 CHF | 100.00% | 100.00% |
09/07/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 114,000 | 114,000 | 114,667 | 114,667 | 55,037 CHF | 56,183 CHF | 100.00% | 100.00% |
08/07/2024 | 2.17% | 0.45 CHF | 0.46 CHF | 112,000 | 112,000 | 113,825 | 113,825 | 51,825 CHF | 52,963 CHF | 100.00% | 100.00% |
05/07/2024 | 2.14% | 0.47 CHF | 0.48 CHF | 114,000 | 114,000 | 113,999 | 113,999 | 52,761 CHF | 53,901 CHF | 99.81% | 99.81% |
04/07/2024 | 2.14% | 0.46 CHF | 0.47 CHF | 114,000 | 114,000 | 114,000 | 114,000 | 52,827 CHF | 53,967 CHF | 99.49% | 99.49% |
03/07/2024 | 2.17% | 0.46 CHF | 0.47 CHF | 114,000 | 114,000 | 113,627 | 113,627 | 51,915 CHF | 53,052 CHF | 99.35% | 99.35% |
02/07/2024 | 2.35% | 0.47 CHF | 0.48 CHF | 114,000 | 114,000 | 108,834 | 108,834 | 50,402 CHF | 51,502 CHF | 100.00% | 100.00% |