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 | 1.46% | 0.68 CHF | 0.69 CHF | 74,000 | 74,000 | 70,837 | 70,837 | 48,275 CHF | 48,984 CHF | 100.00% | 100.00% |
12/07/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 72,000 | 72,000 | 70,126 | 70,126 | 50,902 CHF | 51,603 CHF | 100.00% | 100.00% |
11/07/2024 | 1.38% | 0.71 CHF | 0.72 CHF | 72,000 | 72,000 | 70,083 | 70,083 | 50,577 CHF | 51,278 CHF | 100.00% | 100.00% |
10/07/2024 | 1.41% | 0.72 CHF | 0.73 CHF | 72,000 | 72,000 | 70,724 | 70,724 | 49,930 CHF | 50,637 CHF | 100.00% | 100.00% |
09/07/2024 | 1.38% | 0.70 CHF | 0.71 CHF | 74,000 | 74,000 | 70,619 | 70,619 | 50,817 CHF | 51,524 CHF | 100.00% | 100.00% |
08/07/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 72,000 | 72,000 | 70,128 | 70,128 | 51,012 CHF | 51,713 CHF | 100.00% | 100.00% |
05/07/2024 | 1.32% | 0.74 CHF | 0.75 CHF | 72,000 | 72,000 | 70,120 | 70,120 | 52,788 CHF | 53,489 CHF | 99.81% | 99.81% |
04/07/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 72,000 | 72,000 | 70,119 | 70,119 | 51,171 CHF | 51,872 CHF | 99.49% | 99.49% |
03/07/2024 | 1.41% | 0.72 CHF | 0.73 CHF | 72,000 | 72,000 | 71,637 | 71,637 | 50,339 CHF | 51,056 CHF | 99.37% | 99.37% |
02/07/2024 | 1.62% | 0.64 CHF | 0.65 CHF | 74,000 | 74,000 | 73,938 | 73,938 | 45,192 CHF | 45,931 CHF | 100.00% | 100.00% |