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 | 2.67% | 0.38 CHF | 0.39 CHF | 73,000 | 73,000 | 69,863 | 69,863 | 25,904 CHF | 26,603 CHF | 100.00% | 100.00% |
12/07/2024 | 3.02% | 0.32 CHF | 0.33 CHF | 71,000 | 71,000 | 69,152 | 69,152 | 22,595 CHF | 23,286 CHF | 100.00% | 100.00% |
11/07/2024 | 3.01% | 0.34 CHF | 0.35 CHF | 71,000 | 71,000 | 69,121 | 69,121 | 22,672 CHF | 23,364 CHF | 100.00% | 100.00% |
10/07/2024 | 2.91% | 0.33 CHF | 0.34 CHF | 71,000 | 71,000 | 69,750 | 69,750 | 23,663 CHF | 24,360 CHF | 100.00% | 100.00% |
09/07/2024 | 3.04% | 0.35 CHF | 0.36 CHF | 73,000 | 73,000 | 69,644 | 69,644 | 22,665 CHF | 23,361 CHF | 100.00% | 100.00% |
08/07/2024 | 3.10% | 0.32 CHF | 0.33 CHF | 71,000 | 71,000 | 69,154 | 69,154 | 21,926 CHF | 22,618 CHF | 100.00% | 100.00% |
05/07/2024 | 3.36% | 0.31 CHF | 0.32 CHF | 71,000 | 71,000 | 69,146 | 69,146 | 20,224 CHF | 20,916 CHF | 99.82% | 99.82% |
04/07/2024 | 3.13% | 0.31 CHF | 0.32 CHF | 71,000 | 71,000 | 69,145 | 69,145 | 21,807 CHF | 22,499 CHF | 99.50% | 99.50% |
03/07/2024 | 2.89% | 0.33 CHF | 0.34 CHF | 71,000 | 71,000 | 70,663 | 70,663 | 24,131 CHF | 24,838 CHF | 99.36% | 99.36% |
02/07/2024 | 2.31% | 0.40 CHF | 0.41 CHF | 73,000 | 73,000 | 72,964 | 72,964 | 31,296 CHF | 32,026 CHF | 100.00% | 100.00% |