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 | 2.16% | 0.71 CHF | 0.72 CHF | 152,000 | 152,000 | 67,968 | 67,968 | 48,311 CHF | 49,194 CHF | 99.88% | 99.88% |
12/07/2024 | 2.03% | 0.73 CHF | 0.74 CHF | 153,000 | 153,000 | 69,073 | 69,073 | 51,617 CHF | 52,517 CHF | 100.00% | 100.00% |
11/07/2024 | 1.97% | 0.79 CHF | 0.80 CHF | 155,000 | 155,000 | 69,483 | 69,483 | 54,638 CHF | 55,542 CHF | 99.98% | 99.98% |
10/07/2024 | 2.16% | 0.80 CHF | 0.81 CHF | 154,000 | 154,000 | 67,944 | 67,944 | 51,276 CHF | 52,166 CHF | 100.00% | 100.00% |
09/07/2024 | 2.28% | 0.69 CHF | 0.70 CHF | 150,000 | 150,000 | 67,496 | 67,496 | 45,803 CHF | 46,681 CHF | 100.00% | 100.00% |
08/07/2024 | 2.37% | 0.67 CHF | 0.68 CHF | 150,000 | 150,000 | 67,292 | 67,292 | 43,808 CHF | 44,684 CHF | 100.00% | 100.00% |
05/07/2024 | 2.32% | 0.66 CHF | 0.67 CHF | 149,000 | 149,000 | 67,231 | 67,231 | 44,756 CHF | 45,632 CHF | 100.00% | 100.00% |
04/07/2024 | 2.26% | 0.67 CHF | 0.68 CHF | 60,000 | 60,000 | 48,297 | 48,297 | 32,359 CHF | 33,044 CHF | 100.00% | 100.00% |
03/07/2024 | 2.22% | 0.66 CHF | 0.67 CHF | 149,000 | 149,000 | 67,184 | 67,184 | 45,734 CHF | 46,609 CHF | 100.00% | 100.00% |
02/07/2024 | 2.00% | 0.74 CHF | 0.75 CHF | 151,000 | 151,000 | 67,905 | 67,905 | 51,721 CHF | 52,603 CHF | 99.91% | 99.91% |