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 | 2.45% | 0.44 CHF | 0.45 CHF | 47,000 | 47,000 | 45,980 | 45,980 | 18,724 CHF | 19,185 CHF | 100.00% | 100.00% |
12/07/2024 | 2.49% | 0.42 CHF | 0.43 CHF | 47,000 | 47,000 | 45,868 | 45,868 | 18,402 CHF | 18,861 CHF | 100.00% | 100.00% |
11/07/2024 | 2.35% | 0.37 CHF | 0.38 CHF | 46,000 | 46,000 | 46,268 | 46,268 | 19,700 CHF | 20,163 CHF | 99.56% | 99.56% |
10/07/2024 | 1.92% | 0.49 CHF | 0.50 CHF | 47,000 | 47,000 | 46,755 | 46,755 | 24,425 CHF | 24,893 CHF | 100.00% | 100.00% |
09/07/2024 | 2.12% | 0.53 CHF | 0.54 CHF | 47,000 | 47,000 | 46,508 | 46,508 | 21,964 CHF | 22,429 CHF | 99.56% | 99.56% |
08/07/2024 | 1.82% | 0.57 CHF | 0.58 CHF | 48,000 | 48,000 | 47,418 | 47,418 | 26,136 CHF | 26,610 CHF | 100.00% | 100.00% |
05/07/2024 | 1.80% | 0.56 CHF | 0.57 CHF | 48,000 | 48,000 | 47,549 | 47,549 | 26,412 CHF | 26,888 CHF | 100.00% | 100.00% |
04/07/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 48,000 | 48,000 | 47,559 | 47,559 | 27,717 CHF | 28,194 CHF | 100.00% | 100.00% |
03/07/2024 | 1.66% | 0.61 CHF | 0.62 CHF | 48,000 | 48,000 | 47,728 | 47,728 | 28,859 CHF | 29,337 CHF | 99.86% | 99.86% |
02/07/2024 | 1.29% | 0.74 CHF | 0.75 CHF | 49,000 | 49,000 | 49,359 | 49,359 | 38,360 CHF | 38,854 CHF | 100.00% | 100.00% |