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 | 3.12% | 0.31 CHF | 0.32 CHF | 74,000 | 74,000 | 70,837 | 70,837 | 22,353 CHF | 23,062 CHF | 100.00% | 100.00% |
12/07/2024 | 2.74% | 0.37 CHF | 0.38 CHF | 72,000 | 72,000 | 70,126 | 70,126 | 25,276 CHF | 25,977 CHF | 100.00% | 100.00% |
11/07/2024 | 2.76% | 0.35 CHF | 0.36 CHF | 72,000 | 72,000 | 70,082 | 70,082 | 25,107 CHF | 25,808 CHF | 100.00% | 100.00% |
10/07/2024 | 2.87% | 0.36 CHF | 0.37 CHF | 72,000 | 72,000 | 70,724 | 70,724 | 24,339 CHF | 25,047 CHF | 100.00% | 100.00% |
09/07/2024 | 2.76% | 0.34 CHF | 0.35 CHF | 74,000 | 74,000 | 70,618 | 70,618 | 25,221 CHF | 25,927 CHF | 100.00% | 100.00% |
08/07/2024 | 2.70% | 0.36 CHF | 0.37 CHF | 72,000 | 72,000 | 70,128 | 70,128 | 25,669 CHF | 26,370 CHF | 100.00% | 100.00% |
05/07/2024 | 2.52% | 0.38 CHF | 0.39 CHF | 72,000 | 72,000 | 70,120 | 70,120 | 27,489 CHF | 28,190 CHF | 99.81% | 99.81% |
04/07/2024 | 2.67% | 0.37 CHF | 0.38 CHF | 72,000 | 72,000 | 70,119 | 70,119 | 25,876 CHF | 26,577 CHF | 99.49% | 99.49% |
03/07/2024 | 2.88% | 0.36 CHF | 0.37 CHF | 72,000 | 72,000 | 71,636 | 71,636 | 24,518 CHF | 25,234 CHF | 99.35% | 99.35% |
02/07/2024 | 3.89% | 0.28 CHF | 0.29 CHF | 74,000 | 74,000 | 73,939 | 73,939 | 18,669 CHF | 19,409 CHF | 100.00% | 100.00% |