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 | 2.95% | 0.33 CHF | 0.34 CHF | 179,000 | 179,000 | 179,210 | 179,210 | 59,920 CHF | 61,712 CHF | 100.00% | 100.00% |
12/07/2024 | 3.82% | 0.24 CHF | 0.25 CHF | 174,000 | 174,000 | 174,000 | 174,000 | 44,671 CHF | 46,411 CHF | 100.00% | 100.00% |
11/07/2024 | 3.61% | 0.27 CHF | 0.28 CHF | 174,000 | 174,000 | 174,889 | 174,889 | 47,644 CHF | 49,394 CHF | 99.83% | 99.83% |
10/07/2024 | 2.98% | 0.31 CHF | 0.32 CHF | 179,000 | 179,000 | 179,000 | 179,000 | 59,157 CHF | 60,947 CHF | 100.00% | 100.00% |
09/07/2024 | 3.12% | 0.34 CHF | 0.35 CHF | 179,000 | 179,000 | 178,785 | 178,785 | 56,677 CHF | 58,467 CHF | 99.74% | 99.74% |
08/07/2024 | 3.11% | 0.33 CHF | 0.34 CHF | 179,000 | 179,000 | 179,000 | 179,000 | 56,668 CHF | 58,458 CHF | 99.99% | 99.99% |
05/07/2024 | 3.48% | 0.30 CHF | 0.31 CHF | 179,000 | 179,000 | 175,489 | 175,489 | 49,600 CHF | 51,355 CHF | 99.81% | 99.81% |
04/07/2024 | 3.45% | 0.29 CHF | 0.30 CHF | 179,000 | 179,000 | 177,297 | 177,297 | 50,542 CHF | 52,315 CHF | 100.00% | 100.00% |
03/07/2024 | 3.58% | 0.28 CHF | 0.29 CHF | 179,000 | 179,000 | 175,241 | 175,241 | 48,175 CHF | 49,927 CHF | 100.00% | 100.00% |
02/07/2024 | 3.53% | 0.28 CHF | 0.29 CHF | 174,000 | 174,000 | 175,413 | 175,413 | 48,850 CHF | 50,604 CHF | 100.00% | 100.00% |