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 | 1.85% | 0.53 CHF | 0.54 CHF | 74,000 | 74,000 | 70,837 | 70,837 | 38,003 CHF | 38,711 CHF | 100.00% | 100.00% |
12/07/2024 | 1.71% | 0.59 CHF | 0.60 CHF | 72,000 | 72,000 | 70,126 | 70,126 | 40,724 CHF | 41,426 CHF | 100.00% | 100.00% |
11/07/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 72,000 | 72,000 | 70,083 | 70,083 | 40,462 CHF | 41,163 CHF | 99.99% | 99.99% |
10/07/2024 | 1.76% | 0.58 CHF | 0.59 CHF | 72,000 | 72,000 | 70,724 | 70,724 | 39,749 CHF | 40,456 CHF | 100.00% | 100.00% |
09/07/2024 | 1.72% | 0.55 CHF | 0.56 CHF | 74,000 | 74,000 | 70,618 | 70,618 | 40,606 CHF | 41,313 CHF | 100.00% | 100.00% |
08/07/2024 | 1.70% | 0.58 CHF | 0.59 CHF | 72,000 | 72,000 | 70,128 | 70,128 | 40,962 CHF | 41,663 CHF | 100.00% | 100.00% |
05/07/2024 | 1.63% | 0.60 CHF | 0.61 CHF | 72,000 | 72,000 | 70,120 | 70,120 | 42,750 CHF | 43,451 CHF | 99.82% | 99.82% |
04/07/2024 | 1.69% | 0.59 CHF | 0.60 CHF | 72,000 | 72,000 | 70,119 | 70,119 | 41,124 CHF | 41,825 CHF | 99.50% | 99.50% |
03/07/2024 | 1.77% | 0.57 CHF | 0.58 CHF | 72,000 | 72,000 | 71,636 | 71,636 | 40,132 CHF | 40,848 CHF | 99.35% | 99.35% |
02/07/2024 | 2.11% | 0.50 CHF | 0.51 CHF | 74,000 | 74,000 | 73,938 | 73,938 | 34,706 CHF | 35,445 CHF | 100.00% | 100.00% |