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 | 3.11% | 0.49 CHF | 0.50 CHF | 152,000 | 152,000 | 68,068 | 68,068 | 33,292 CHF | 34,176 CHF | 100.00% | 100.00% |
12/07/2024 | 3.39% | 0.47 CHF | 0.48 CHF | 153,000 | 153,000 | 69,074 | 69,074 | 31,500 CHF | 32,399 CHF | 100.00% | 100.00% |
11/07/2024 | 3.59% | 0.41 CHF | 0.42 CHF | 155,000 | 155,000 | 69,501 | 69,501 | 29,000 CHF | 29,904 CHF | 100.00% | 100.00% |
10/07/2024 | 3.22% | 0.41 CHF | 0.42 CHF | 154,000 | 154,000 | 68,032 | 68,032 | 30,874 CHF | 31,764 CHF | 99.66% | 99.66% |
09/07/2024 | 2.84% | 0.52 CHF | 0.53 CHF | 150,000 | 150,000 | 67,496 | 67,496 | 35,811 CHF | 36,689 CHF | 100.00% | 100.00% |
08/07/2024 | 2.72% | 0.54 CHF | 0.55 CHF | 150,000 | 150,000 | 67,294 | 67,294 | 37,542 CHF | 38,419 CHF | 100.00% | 100.00% |
05/07/2024 | 2.76% | 0.55 CHF | 0.56 CHF | 149,000 | 149,000 | 67,250 | 67,250 | 36,862 CHF | 37,738 CHF | 99.97% | 99.97% |
04/07/2024 | 2.76% | 0.55 CHF | 0.56 CHF | 60,000 | 60,000 | 48,298 | 48,298 | 26,339 CHF | 27,023 CHF | 100.00% | 100.00% |
03/07/2024 | 2.87% | 0.55 CHF | 0.56 CHF | 149,000 | 149,000 | 67,185 | 67,185 | 36,223 CHF | 37,098 CHF | 100.00% | 100.00% |
02/07/2024 | 3.36% | 0.48 CHF | 0.49 CHF | 151,000 | 151,000 | 67,880 | 67,880 | 31,267 CHF | 32,149 CHF | 100.00% | 100.00% |