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 | 2.46% | 0.42 CHF | 0.43 CHF | 114,000 | 114,000 | 112,091 | 112,091 | 44,940 CHF | 46,061 CHF | 100.00% | 100.00% |
12/07/2024 | 2.46% | 0.39 CHF | 0.40 CHF | 112,000 | 112,000 | 112,325 | 112,325 | 45,108 CHF | 46,231 CHF | 100.00% | 100.00% |
11/07/2024 | 2.40% | 0.41 CHF | 0.42 CHF | 114,000 | 114,000 | 113,606 | 113,606 | 46,915 CHF | 48,052 CHF | 100.00% | 100.00% |
10/07/2024 | 2.40% | 0.41 CHF | 0.42 CHF | 114,000 | 114,000 | 113,617 | 113,617 | 46,693 CHF | 47,829 CHF | 100.00% | 100.00% |
09/07/2024 | 2.29% | 0.43 CHF | 0.44 CHF | 114,000 | 114,000 | 114,667 | 114,667 | 49,482 CHF | 50,628 CHF | 100.00% | 100.00% |
08/07/2024 | 2.43% | 0.40 CHF | 0.41 CHF | 112,000 | 112,000 | 113,825 | 113,825 | 46,338 CHF | 47,476 CHF | 100.00% | 100.00% |
05/07/2024 | 2.39% | 0.42 CHF | 0.43 CHF | 114,000 | 114,000 | 113,999 | 113,999 | 47,128 CHF | 48,268 CHF | 99.81% | 99.81% |
04/07/2024 | 2.38% | 0.42 CHF | 0.43 CHF | 114,000 | 114,000 | 114,000 | 114,000 | 47,330 CHF | 48,470 CHF | 99.49% | 99.49% |
03/07/2024 | 2.42% | 0.41 CHF | 0.42 CHF | 114,000 | 114,000 | 113,627 | 113,627 | 46,330 CHF | 47,466 CHF | 99.35% | 99.35% |
02/07/2024 | 2.62% | 0.42 CHF | 0.43 CHF | 114,000 | 114,000 | 108,834 | 108,834 | 45,125 CHF | 46,225 CHF | 100.00% | 100.00% |