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 | 2.64% | 0.58 CHF | 0.59 CHF | 152,000 | 152,000 | 68,066 | 68,066 | 39,251 CHF | 40,135 CHF | 100.00% | 100.00% |
12/07/2024 | 2.86% | 0.56 CHF | 0.57 CHF | 153,000 | 153,000 | 69,076 | 69,076 | 37,367 CHF | 38,266 CHF | 100.00% | 100.00% |
11/07/2024 | 2.98% | 0.50 CHF | 0.51 CHF | 155,000 | 155,000 | 69,502 | 69,502 | 35,021 CHF | 35,925 CHF | 100.00% | 100.00% |
10/07/2024 | 2.74% | 0.49 CHF | 0.50 CHF | 154,000 | 154,000 | 67,946 | 67,946 | 36,684 CHF | 37,574 CHF | 100.00% | 100.00% |
09/07/2024 | 2.45% | 0.60 CHF | 0.61 CHF | 150,000 | 150,000 | 67,496 | 67,496 | 41,571 CHF | 42,449 CHF | 100.00% | 100.00% |
08/07/2024 | 2.36% | 0.62 CHF | 0.63 CHF | 150,000 | 150,000 | 67,293 | 67,293 | 43,386 CHF | 44,262 CHF | 100.00% | 100.00% |
05/07/2024 | 2.39% | 0.64 CHF | 0.65 CHF | 149,000 | 149,000 | 67,232 | 67,232 | 42,656 CHF | 43,532 CHF | 100.00% | 100.00% |
04/07/2024 | 2.39% | 0.63 CHF | 0.64 CHF | 60,000 | 60,000 | 48,298 | 48,298 | 30,479 CHF | 31,164 CHF | 100.00% | 100.00% |
03/07/2024 | 2.48% | 0.64 CHF | 0.65 CHF | 149,000 | 149,000 | 67,185 | 67,185 | 42,032 CHF | 42,907 CHF | 100.00% | 100.00% |
02/07/2024 | 2.83% | 0.57 CHF | 0.58 CHF | 151,000 | 151,000 | 67,881 | 67,881 | 37,188 CHF | 38,070 CHF | 100.00% | 100.00% |