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 | 2.29% | 0.67 CHF | 0.68 CHF | 152,000 | 152,000 | 68,065 | 68,065 | 45,730 CHF | 46,614 CHF | 100.00% | 100.00% |
12/07/2024 | 2.14% | 0.69 CHF | 0.70 CHF | 153,000 | 153,000 | 69,076 | 69,076 | 49,016 CHF | 49,915 CHF | 100.00% | 100.00% |
11/07/2024 | 2.07% | 0.75 CHF | 0.76 CHF | 155,000 | 155,000 | 69,490 | 69,490 | 51,983 CHF | 52,887 CHF | 99.99% | 99.99% |
10/07/2024 | 2.29% | 0.76 CHF | 0.77 CHF | 154,000 | 154,000 | 67,942 | 67,942 | 48,658 CHF | 49,548 CHF | 100.00% | 100.00% |
09/07/2024 | 2.42% | 0.66 CHF | 0.67 CHF | 150,000 | 150,000 | 67,496 | 67,496 | 43,183 CHF | 44,061 CHF | 100.00% | 100.00% |
08/07/2024 | 2.53% | 0.63 CHF | 0.64 CHF | 150,000 | 150,000 | 67,318 | 67,318 | 41,222 CHF | 42,099 CHF | 99.65% | 99.65% |
05/07/2024 | 2.46% | 0.62 CHF | 0.63 CHF | 149,000 | 149,000 | 67,232 | 67,232 | 42,164 CHF | 43,039 CHF | 100.00% | 100.00% |
04/07/2024 | 2.40% | 0.63 CHF | 0.64 CHF | 60,000 | 60,000 | 48,297 | 48,297 | 30,467 CHF | 31,152 CHF | 100.00% | 100.00% |
03/07/2024 | 2.35% | 0.63 CHF | 0.64 CHF | 149,000 | 149,000 | 67,185 | 67,185 | 43,220 CHF | 44,095 CHF | 100.00% | 100.00% |
02/07/2024 | 2.10% | 0.70 CHF | 0.71 CHF | 151,000 | 151,000 | 67,879 | 67,879 | 49,119 CHF | 50,001 CHF | 100.00% | 100.00% |