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 | 3.06% | 0.50 CHF | 0.51 CHF | 152,000 | 152,000 | 68,066 | 68,066 | 33,760 CHF | 34,644 CHF | 100.00% | 100.00% |
12/07/2024 | 3.37% | 0.48 CHF | 0.49 CHF | 153,000 | 153,000 | 69,076 | 69,076 | 31,791 CHF | 32,691 CHF | 100.00% | 100.00% |
11/07/2024 | 3.54% | 0.42 CHF | 0.43 CHF | 155,000 | 155,000 | 69,501 | 69,501 | 29,413 CHF | 30,316 CHF | 100.00% | 100.00% |
10/07/2024 | 3.19% | 0.41 CHF | 0.42 CHF | 154,000 | 154,000 | 67,943 | 67,943 | 31,200 CHF | 32,090 CHF | 100.00% | 100.00% |
09/07/2024 | 2.81% | 0.52 CHF | 0.53 CHF | 150,000 | 150,000 | 67,496 | 67,496 | 36,130 CHF | 37,008 CHF | 100.00% | 100.00% |
08/07/2024 | 2.69% | 0.54 CHF | 0.55 CHF | 150,000 | 150,000 | 67,315 | 67,315 | 37,966 CHF | 38,843 CHF | 99.70% | 99.70% |
05/07/2024 | 2.73% | 0.56 CHF | 0.57 CHF | 149,000 | 149,000 | 67,232 | 67,232 | 37,259 CHF | 38,134 CHF | 100.00% | 100.00% |
04/07/2024 | 2.74% | 0.55 CHF | 0.56 CHF | 60,000 | 60,000 | 48,298 | 48,298 | 26,578 CHF | 27,263 CHF | 100.00% | 100.00% |
03/07/2024 | 2.85% | 0.56 CHF | 0.57 CHF | 149,000 | 149,000 | 67,185 | 67,185 | 36,605 CHF | 37,480 CHF | 100.00% | 100.00% |
02/07/2024 | 3.32% | 0.49 CHF | 0.50 CHF | 151,000 | 151,000 | 67,881 | 67,881 | 31,656 CHF | 32,538 CHF | 100.00% | 100.00% |