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 | 2.12% | 0.73 CHF | 0.74 CHF | 152,000 | 152,000 | 68,077 | 68,077 | 49,167 CHF | 50,051 CHF | 99.88% | 99.88% |
12/07/2024 | 2.25% | 0.70 CHF | 0.71 CHF | 153,000 | 153,000 | 69,074 | 69,074 | 47,569 CHF | 48,468 CHF | 100.00% | 100.00% |
11/07/2024 | 2.33% | 0.65 CHF | 0.66 CHF | 155,000 | 155,000 | 69,487 | 69,487 | 45,228 CHF | 46,132 CHF | 99.98% | 99.98% |
10/07/2024 | 2.17% | 0.64 CHF | 0.65 CHF | 154,000 | 154,000 | 68,117 | 68,117 | 46,864 CHF | 47,755 CHF | 99.55% | 99.55% |
09/07/2024 | 1.99% | 0.75 CHF | 0.76 CHF | 150,000 | 150,000 | 67,496 | 67,496 | 51,569 CHF | 52,447 CHF | 100.00% | 100.00% |
08/07/2024 | 1.93% | 0.77 CHF | 0.78 CHF | 150,000 | 150,000 | 67,208 | 67,208 | 53,219 CHF | 54,095 CHF | 99.88% | 99.88% |
05/07/2024 | 1.95% | 0.79 CHF | 0.80 CHF | 149,000 | 149,000 | 67,231 | 67,231 | 52,659 CHF | 53,534 CHF | 100.00% | 100.00% |
04/07/2024 | 1.94% | 0.78 CHF | 0.79 CHF | 60,000 | 60,000 | 48,298 | 48,298 | 37,683 CHF | 38,368 CHF | 100.00% | 100.00% |
03/07/2024 | 2.00% | 0.79 CHF | 0.80 CHF | 149,000 | 149,000 | 67,185 | 67,185 | 52,019 CHF | 52,894 CHF | 100.00% | 100.00% |
02/07/2024 | 2.22% | 0.72 CHF | 0.73 CHF | 151,000 | 151,000 | 67,881 | 67,881 | 47,265 CHF | 48,147 CHF | 100.00% | 100.00% |