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 | 4.82% | 0.32 CHF | 0.33 CHF | 152,000 | 152,000 | 68,067 | 68,067 | 21,166 CHF | 22,050 CHF | 100.00% | 100.00% |
12/07/2024 | 5.57% | 0.29 CHF | 0.30 CHF | 153,000 | 153,000 | 69,073 | 69,073 | 19,179 CHF | 20,078 CHF | 100.00% | 100.00% |
11/07/2024 | 6.30% | 0.24 CHF | 0.25 CHF | 155,000 | 155,000 | 69,501 | 69,501 | 16,618 CHF | 17,547 CHF | 100.00% | 100.00% |
10/07/2024 | 5.11% | 0.23 CHF | 0.24 CHF | 154,000 | 154,000 | 67,979 | 67,979 | 18,707 CHF | 19,597 CHF | 99.91% | 99.91% |
09/07/2024 | 4.22% | 0.34 CHF | 0.35 CHF | 150,000 | 150,000 | 67,496 | 67,496 | 23,738 CHF | 24,616 CHF | 100.00% | 100.00% |
08/07/2024 | 3.94% | 0.36 CHF | 0.37 CHF | 150,000 | 150,000 | 67,208 | 67,208 | 25,542 CHF | 26,417 CHF | 99.88% | 99.88% |
05/07/2024 | 4.04% | 0.38 CHF | 0.39 CHF | 149,000 | 149,000 | 67,231 | 67,231 | 24,882 CHF | 25,757 CHF | 100.00% | 100.00% |
04/07/2024 | 4.06% | 0.37 CHF | 0.38 CHF | 60,000 | 60,000 | 48,297 | 48,297 | 17,797 CHF | 18,482 CHF | 100.00% | 100.00% |
03/07/2024 | 4.29% | 0.37 CHF | 0.38 CHF | 149,000 | 149,000 | 67,185 | 67,185 | 24,239 CHF | 25,114 CHF | 100.00% | 100.00% |
02/07/2024 | 5.48% | 0.30 CHF | 0.31 CHF | 151,000 | 151,000 | 67,881 | 67,881 | 19,099 CHF | 19,981 CHF | 100.00% | 100.00% |