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 | 2.87% | 0.34 CHF | 0.35 CHF | 162,000 | 162,000 | 161,989 | 161,989 | 55,762 CHF | 57,382 CHF | 100.00% | 100.00% |
12/07/2024 | 3.02% | 0.33 CHF | 0.34 CHF | 162,000 | 162,000 | 161,065 | 161,065 | 52,608 CHF | 54,218 CHF | 100.00% | 100.00% |
11/07/2024 | 2.72% | 0.36 CHF | 0.37 CHF | 164,000 | 164,000 | 163,196 | 163,196 | 59,229 CHF | 60,862 CHF | 100.00% | 100.00% |
10/07/2024 | 2.84% | 0.35 CHF | 0.36 CHF | 162,000 | 162,000 | 162,208 | 162,208 | 56,393 CHF | 58,015 CHF | 100.00% | 100.00% |
09/07/2024 | 2.95% | 0.34 CHF | 0.35 CHF | 162,000 | 162,000 | 162,233 | 162,233 | 54,314 CHF | 55,937 CHF | 100.00% | 100.00% |
08/07/2024 | 3.81% | 0.27 CHF | 0.28 CHF | 158,000 | 158,000 | 158,033 | 158,033 | 40,719 CHF | 42,300 CHF | 100.00% | 100.00% |
05/07/2024 | 3.64% | 0.26 CHF | 0.28 CHF | 158,000 | 158,000 | 158,000 | 158,000 | 42,660 CHF | 44,240 CHF | 0.03% | 99.81% |
04/07/2024 | 3.79% | 0.23 CHF | 0.26 CHF | 156,000 | 158,000 | 158,000 | 158,000 | 40,936 CHF | 42,516 CHF | 23.50% | 99.49% |
03/07/2024 | 3.55% | 0.28 CHF | 0.29 CHF | 158,000 | 158,000 | 158,450 | 158,450 | 43,913 CHF | 45,497 CHF | 99.37% | 99.37% |
02/07/2024 | 3.21% | 0.30 CHF | 0.31 CHF | 160,000 | 160,000 | 160,674 | 160,674 | 49,323 CHF | 50,930 CHF | 100.00% | 100.00% |