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 | 2.86% | 0.34 CHF | 0.35 CHF | 74,000 | 74,000 | 70,837 | 70,837 | 24,443 CHF | 25,151 CHF | 100.00% | 100.00% |
12/07/2024 | 2.53% | 0.40 CHF | 0.41 CHF | 72,000 | 72,000 | 70,126 | 70,126 | 27,360 CHF | 28,061 CHF | 100.00% | 100.00% |
11/07/2024 | 2.55% | 0.38 CHF | 0.39 CHF | 72,000 | 72,000 | 70,081 | 70,081 | 27,179 CHF | 27,880 CHF | 100.00% | 100.00% |
10/07/2024 | 2.65% | 0.39 CHF | 0.40 CHF | 72,000 | 72,000 | 70,724 | 70,724 | 26,408 CHF | 27,116 CHF | 100.00% | 100.00% |
09/07/2024 | 2.55% | 0.36 CHF | 0.37 CHF | 74,000 | 74,000 | 70,618 | 70,618 | 27,291 CHF | 27,997 CHF | 100.00% | 100.00% |
08/07/2024 | 2.50% | 0.39 CHF | 0.40 CHF | 72,000 | 72,000 | 70,128 | 70,128 | 27,741 CHF | 28,442 CHF | 100.00% | 100.00% |
05/07/2024 | 2.35% | 0.41 CHF | 0.42 CHF | 72,000 | 72,000 | 70,120 | 70,120 | 29,557 CHF | 30,258 CHF | 99.81% | 99.81% |
04/07/2024 | 2.48% | 0.40 CHF | 0.41 CHF | 72,000 | 72,000 | 70,119 | 70,119 | 27,938 CHF | 28,639 CHF | 99.49% | 99.49% |
03/07/2024 | 2.66% | 0.39 CHF | 0.40 CHF | 72,000 | 72,000 | 71,637 | 71,637 | 26,607 CHF | 27,323 CHF | 99.37% | 99.37% |
02/07/2024 | 3.50% | 0.31 CHF | 0.32 CHF | 74,000 | 74,000 | 73,939 | 73,939 | 20,810 CHF | 21,549 CHF | 100.00% | 100.00% |