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 | 3.35% | 0.45 CHF | 0.46 CHF | 152,000 | 152,000 | 68,067 | 68,067 | 31,197 CHF | 32,081 CHF | 100.00% | 100.00% |
12/07/2024 | 3.05% | 0.48 CHF | 0.49 CHF | 153,000 | 153,000 | 69,073 | 69,073 | 34,065 CHF | 34,964 CHF | 100.00% | 100.00% |
11/07/2024 | 2.91% | 0.54 CHF | 0.55 CHF | 155,000 | 155,000 | 69,495 | 69,495 | 36,951 CHF | 37,854 CHF | 99.99% | 99.99% |
10/07/2024 | 3.32% | 0.55 CHF | 0.56 CHF | 154,000 | 154,000 | 67,985 | 67,985 | 34,029 CHF | 34,918 CHF | 99.69% | 99.69% |
09/07/2024 | 3.65% | 0.44 CHF | 0.45 CHF | 150,000 | 150,000 | 67,495 | 67,495 | 28,691 CHF | 29,569 CHF | 100.00% | 100.00% |
08/07/2024 | 3.88% | 0.42 CHF | 0.43 CHF | 150,000 | 150,000 | 67,314 | 67,314 | 26,763 CHF | 27,640 CHF | 99.72% | 99.72% |
05/07/2024 | 3.75% | 0.41 CHF | 0.42 CHF | 149,000 | 149,000 | 67,231 | 67,231 | 27,648 CHF | 28,523 CHF | 100.00% | 100.00% |
04/07/2024 | 3.59% | 0.41 CHF | 0.42 CHF | 60,000 | 60,000 | 48,298 | 48,298 | 20,215 CHF | 20,900 CHF | 100.00% | 100.00% |
03/07/2024 | 3.50% | 0.41 CHF | 0.42 CHF | 149,000 | 149,000 | 67,185 | 67,185 | 28,587 CHF | 29,462 CHF | 100.00% | 100.00% |
02/07/2024 | 2.98% | 0.48 CHF | 0.49 CHF | 151,000 | 151,000 | 67,835 | 67,835 | 34,327 CHF | 35,209 CHF | 99.95% | 99.95% |