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 | 2.31% | 0.42 CHF | 0.43 CHF | 74,000 | 74,000 | 70,837 | 70,837 | 30,364 CHF | 31,072 CHF | 100.00% | 100.00% |
12/07/2024 | 2.09% | 0.48 CHF | 0.49 CHF | 72,000 | 72,000 | 70,126 | 70,126 | 33,191 CHF | 33,893 CHF | 100.00% | 100.00% |
11/07/2024 | 2.11% | 0.46 CHF | 0.47 CHF | 72,000 | 72,000 | 70,083 | 70,083 | 32,958 CHF | 33,660 CHF | 100.00% | 100.00% |
10/07/2024 | 2.17% | 0.47 CHF | 0.48 CHF | 72,000 | 72,000 | 70,724 | 70,724 | 32,240 CHF | 32,948 CHF | 100.00% | 100.00% |
09/07/2024 | 2.11% | 0.45 CHF | 0.46 CHF | 74,000 | 74,000 | 70,619 | 70,619 | 33,141 CHF | 33,847 CHF | 100.00% | 100.00% |
08/07/2024 | 2.07% | 0.47 CHF | 0.48 CHF | 72,000 | 72,000 | 70,128 | 70,128 | 33,471 CHF | 34,173 CHF | 100.00% | 100.00% |
05/07/2024 | 1.97% | 0.49 CHF | 0.50 CHF | 72,000 | 72,000 | 70,120 | 70,120 | 35,284 CHF | 35,985 CHF | 99.81% | 99.81% |
04/07/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 72,000 | 72,000 | 70,118 | 70,118 | 33,655 CHF | 34,356 CHF | 99.49% | 99.49% |
03/07/2024 | 2.18% | 0.47 CHF | 0.48 CHF | 72,000 | 72,000 | 71,636 | 71,636 | 32,462 CHF | 33,178 CHF | 99.35% | 99.35% |
02/07/2024 | 2.72% | 0.39 CHF | 0.40 CHF | 74,000 | 74,000 | 73,939 | 73,939 | 26,831 CHF | 27,570 CHF | 100.00% | 100.00% |