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 | 2.34% | 0.41 CHF | 0.42 CHF | 174,000 | 174,000 | 77,279 | 77,279 | 32,865 CHF | 33,639 CHF | 99.97% | 99.97% |
12/07/2024 | 2.40% | 0.44 CHF | 0.45 CHF | 172,000 | 172,000 | 77,369 | 77,369 | 33,017 CHF | 33,792 CHF | 100.00% | 100.00% |
11/07/2024 | 2.41% | 0.43 CHF | 0.44 CHF | 172,000 | 172,000 | 76,695 | 76,695 | 32,728 CHF | 33,500 CHF | 100.00% | 100.00% |
10/07/2024 | 2.36% | 0.41 CHF | 0.42 CHF | 172,000 | 172,000 | 76,983 | 76,983 | 32,689 CHF | 33,460 CHF | 100.00% | 100.00% |
09/07/2024 | 2.30% | 0.41 CHF | 0.42 CHF | 172,000 | 172,000 | 77,175 | 77,175 | 33,133 CHF | 33,906 CHF | 100.00% | 100.00% |
08/07/2024 | 2.21% | 0.44 CHF | 0.45 CHF | 172,000 | 172,000 | 76,939 | 76,939 | 35,128 CHF | 35,899 CHF | 100.00% | 100.00% |
05/07/2024 | 2.10% | 0.46 CHF | 0.47 CHF | 170,000 | 170,000 | 76,111 | 76,111 | 35,907 CHF | 36,669 CHF | 99.81% | 99.81% |
04/07/2024 | 2.03% | 0.49 CHF | 0.50 CHF | 68,000 | 68,000 | 54,442 | 54,442 | 26,580 CHF | 27,124 CHF | 99.44% | 99.44% |
03/07/2024 | 2.13% | 0.49 CHF | 0.50 CHF | 168,000 | 168,000 | 75,866 | 75,866 | 36,325 CHF | 37,085 CHF | 99.98% | 99.98% |
02/07/2024 | 2.21% | 0.42 CHF | 0.43 CHF | 172,000 | 172,000 | 74,430 | 74,430 | 33,579 CHF | 34,324 CHF | 99.99% | 99.99% |