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 | 2.30% | 0.45 CHF | 0.46 CHF | 91,000 | 91,000 | 41,139 | 41,139 | 18,049 CHF | 18,461 CHF | 100.00% | 100.00% |
12/07/2024 | 2.76% | 0.40 CHF | 0.41 CHF | 93,000 | 93,000 | 42,268 | 42,268 | 15,742 CHF | 16,165 CHF | 100.00% | 100.00% |
11/07/2024 | 2.88% | 0.37 CHF | 0.38 CHF | 94,000 | 94,000 | 42,457 | 42,457 | 14,904 CHF | 15,330 CHF | 100.00% | 100.00% |
10/07/2024 | 3.12% | 0.32 CHF | 0.33 CHF | 95,000 | 95,000 | 42,690 | 42,690 | 13,531 CHF | 13,958 CHF | 99.90% | 99.90% |
09/07/2024 | 2.92% | 0.31 CHF | 0.32 CHF | 95,000 | 95,000 | 42,624 | 42,624 | 14,372 CHF | 14,799 CHF | 100.00% | 100.00% |
08/07/2024 | 3.14% | 0.33 CHF | 0.34 CHF | 95,000 | 95,000 | 42,501 | 42,501 | 13,968 CHF | 14,394 CHF | 100.00% | 100.00% |
05/07/2024 | 3.27% | 0.30 CHF | 0.31 CHF | 96,000 | 96,000 | 42,812 | 42,812 | 12,946 CHF | 13,375 CHF | 99.90% | 99.90% |
04/07/2024 | 3.17% | 0.31 CHF | 0.32 CHF | 38,000 | 38,000 | 30,559 | 30,559 | 9,482 CHF | 9,788 CHF | 100.00% | 100.00% |
03/07/2024 | 2.91% | 0.33 CHF | 0.34 CHF | 95,000 | 95,000 | 42,596 | 42,596 | 14,507 CHF | 14,934 CHF | 100.00% | 100.00% |
02/07/2024 | 3.31% | 0.33 CHF | 0.34 CHF | 94,000 | 94,000 | 42,523 | 42,523 | 13,073 CHF | 13,499 CHF | 100.00% | 100.00% |