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 | 3.72% | 0.27 CHF | 0.28 CHF | 162,000 | 162,000 | 161,989 | 161,989 | 42,758 CHF | 44,378 CHF | 100.00% | 100.00% |
12/07/2024 | 3.49% | 0.28 CHF | 0.29 CHF | 162,000 | 162,000 | 161,065 | 161,065 | 45,437 CHF | 47,047 CHF | 100.00% | 100.00% |
11/07/2024 | 4.01% | 0.25 CHF | 0.26 CHF | 164,000 | 164,000 | 163,192 | 163,192 | 40,015 CHF | 41,648 CHF | 100.00% | 100.00% |
10/07/2024 | 3.75% | 0.26 CHF | 0.27 CHF | 162,000 | 162,000 | 162,208 | 162,208 | 42,447 CHF | 44,070 CHF | 100.00% | 100.00% |
09/07/2024 | 3.61% | 0.26 CHF | 0.27 CHF | 162,000 | 162,000 | 162,233 | 162,233 | 44,138 CHF | 45,761 CHF | 100.00% | 100.00% |
08/07/2024 | 2.79% | 0.34 CHF | 0.35 CHF | 158,000 | 158,000 | 158,033 | 158,033 | 55,792 CHF | 57,372 CHF | 100.00% | 100.00% |
05/07/2024 | 2.63% | 0.35 CHF | 0.36 CHF | 158,000 | 158,000 | 156,442 | 156,442 | 58,715 CHF | 60,280 CHF | 99.81% | 99.81% |
04/07/2024 | 2.65% | 0.39 CHF | 0.40 CHF | 156,000 | 156,000 | 157,206 | 157,206 | 58,629 CHF | 60,201 CHF | 99.49% | 99.49% |
03/07/2024 | 2.90% | 0.34 CHF | 0.35 CHF | 158,000 | 158,000 | 158,450 | 158,450 | 53,821 CHF | 55,405 CHF | 99.35% | 99.35% |
02/07/2024 | 3.20% | 0.31 CHF | 0.32 CHF | 160,000 | 160,000 | 160,675 | 160,675 | 49,421 CHF | 51,028 CHF | 100.00% | 100.00% |