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 | 3.68% | 0.27 CHF | 0.28 CHF | 73,000 | 73,000 | 69,863 | 69,863 | 18,716 CHF | 19,415 CHF | 100.00% | 100.00% |
12/07/2024 | 4.37% | 0.22 CHF | 0.23 CHF | 71,000 | 71,000 | 69,152 | 69,152 | 15,502 CHF | 16,194 CHF | 100.00% | 100.00% |
11/07/2024 | 4.37% | 0.24 CHF | 0.25 CHF | 71,000 | 71,000 | 69,117 | 69,117 | 15,559 CHF | 16,251 CHF | 100.00% | 100.00% |
10/07/2024 | 4.14% | 0.23 CHF | 0.24 CHF | 71,000 | 71,000 | 69,750 | 69,750 | 16,524 CHF | 17,222 CHF | 100.00% | 100.00% |
09/07/2024 | 4.39% | 0.25 CHF | 0.26 CHF | 73,000 | 73,000 | 69,643 | 69,643 | 15,592 CHF | 16,288 CHF | 100.00% | 100.00% |
08/07/2024 | 4.54% | 0.22 CHF | 0.23 CHF | 71,000 | 71,000 | 69,154 | 69,154 | 14,892 CHF | 15,584 CHF | 100.00% | 100.00% |
05/07/2024 | 5.12% | 0.21 CHF | 0.22 CHF | 71,000 | 71,000 | 69,146 | 69,146 | 13,199 CHF | 13,890 CHF | 99.80% | 99.80% |
04/07/2024 | 4.59% | 0.21 CHF | 0.22 CHF | 71,000 | 71,000 | 69,145 | 69,145 | 14,765 CHF | 15,456 CHF | 99.49% | 99.49% |
03/07/2024 | 4.10% | 0.23 CHF | 0.24 CHF | 71,000 | 71,000 | 70,663 | 70,663 | 16,943 CHF | 17,650 CHF | 99.37% | 99.37% |
02/07/2024 | 3.02% | 0.30 CHF | 0.31 CHF | 73,000 | 73,000 | 72,965 | 72,965 | 23,884 CHF | 24,614 CHF | 99.99% | 99.99% |