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 | 1.96% | 0.52 CHF | 0.53 CHF | 82,000 | 82,000 | 81,620 | 81,620 | 41,355 CHF | 42,172 CHF | 100.00% | 100.00% |
12/07/2024 | 2.05% | 0.50 CHF | 0.51 CHF | 82,000 | 82,000 | 81,662 | 81,662 | 39,398 CHF | 40,215 CHF | 100.00% | 100.00% |
11/07/2024 | 2.17% | 0.47 CHF | 0.48 CHF | 82,000 | 82,000 | 82,033 | 82,033 | 37,504 CHF | 38,324 CHF | 100.00% | 100.00% |
10/07/2024 | 1.99% | 0.50 CHF | 0.51 CHF | 82,000 | 82,000 | 81,662 | 81,662 | 40,738 CHF | 41,555 CHF | 100.00% | 100.00% |
09/07/2024 | 2.93% | 0.35 CHF | 0.36 CHF | 86,000 | 86,000 | 85,646 | 85,646 | 28,813 CHF | 29,669 CHF | 100.00% | 100.00% |
08/07/2024 | 2.83% | 0.35 CHF | 0.36 CHF | 86,000 | 86,000 | 85,491 | 85,491 | 29,822 CHF | 30,677 CHF | 100.00% | 100.00% |
05/07/2024 | 3.19% | 0.31 CHF | 0.32 CHF | 86,000 | 86,000 | 85,791 | 85,791 | 26,570 CHF | 27,428 CHF | 99.81% | 99.81% |
04/07/2024 | 4.81% | 0.22 CHF | 0.23 CHF | 88,000 | 88,000 | 89,011 | 89,011 | 18,176 CHF | 19,066 CHF | 99.49% | 99.49% |
03/07/2024 | 4.63% | 0.19 CHF | 0.20 CHF | 90,000 | 90,000 | 88,423 | 88,423 | 18,708 CHF | 19,593 CHF | 99.37% | 99.37% |
02/07/2024 | 8.90% | 0.14 CHF | 0.16 CHF | 90,000 | 90,000 | 91,665 | 91,665 | 10,385 CHF | 11,302 CHF | 99.42% | 99.42% |