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 | 3.13% | 0.31 CHF | 0.32 CHF | 91,000 | 91,000 | 41,120 | 41,120 | 13,157 CHF | 13,569 CHF | 99.96% | 99.96% |
12/07/2024 | 2.55% | 0.36 CHF | 0.37 CHF | 93,000 | 93,000 | 42,270 | 42,270 | 16,374 CHF | 16,798 CHF | 100.00% | 100.00% |
11/07/2024 | 2.45% | 0.39 CHF | 0.40 CHF | 94,000 | 94,000 | 42,457 | 42,457 | 17,412 CHF | 17,837 CHF | 100.00% | 100.00% |
10/07/2024 | 2.28% | 0.45 CHF | 0.46 CHF | 95,000 | 95,000 | 42,689 | 42,689 | 19,121 CHF | 19,548 CHF | 99.90% | 99.90% |
09/07/2024 | 2.42% | 0.45 CHF | 0.46 CHF | 95,000 | 95,000 | 42,624 | 42,624 | 18,119 CHF | 18,546 CHF | 100.00% | 100.00% |
08/07/2024 | 2.29% | 0.43 CHF | 0.44 CHF | 95,000 | 95,000 | 42,502 | 42,502 | 18,391 CHF | 18,817 CHF | 100.00% | 100.00% |
05/07/2024 | 2.22% | 0.47 CHF | 0.48 CHF | 96,000 | 96,000 | 42,812 | 42,812 | 19,737 CHF | 20,166 CHF | 99.90% | 99.90% |
04/07/2024 | 2.16% | 0.45 CHF | 0.46 CHF | 38,000 | 38,000 | 30,559 | 30,559 | 13,993 CHF | 14,299 CHF | 100.00% | 100.00% |
03/07/2024 | 2.37% | 0.44 CHF | 0.45 CHF | 95,000 | 95,000 | 42,595 | 42,595 | 18,277 CHF | 18,704 CHF | 100.00% | 100.00% |
02/07/2024 | 2.15% | 0.44 CHF | 0.45 CHF | 94,000 | 94,000 | 42,522 | 42,522 | 19,746 CHF | 20,172 CHF | 100.00% | 100.00% |