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 | 2.73% | 0.37 CHF | 0.38 CHF | 79,000 | 79,000 | 79,088 | 79,088 | 28,609 CHF | 29,400 CHF | 99.41% | 99.41% |
12/07/2024 | 2.35% | 0.42 CHF | 0.43 CHF | 80,000 | 80,000 | 80,194 | 80,194 | 33,752 CHF | 34,554 CHF | 100.00% | 100.00% |
11/07/2024 | 2.23% | 0.40 CHF | 0.41 CHF | 80,000 | 80,000 | 80,890 | 80,890 | 36,243 CHF | 37,052 CHF | 99.84% | 99.84% |
10/07/2024 | 1.97% | 0.51 CHF | 0.52 CHF | 82,000 | 82,000 | 81,882 | 81,882 | 41,217 CHF | 42,036 CHF | 100.00% | 100.00% |
09/07/2024 | 2.04% | 0.50 CHF | 0.51 CHF | 82,000 | 82,000 | 81,647 | 81,647 | 39,583 CHF | 40,400 CHF | 99.73% | 99.73% |
08/07/2024 | 2.06% | 0.50 CHF | 0.51 CHF | 82,000 | 82,000 | 81,624 | 81,624 | 39,351 CHF | 40,168 CHF | 99.42% | 99.42% |
05/07/2024 | 2.38% | 0.56 CHF | 0.57 CHF | 83,000 | 83,000 | 80,393 | 80,393 | 33,912 CHF | 34,716 CHF | 99.27% | 99.27% |
04/07/2024 | 2.72% | 0.37 CHF | 0.38 CHF | 80,000 | 80,000 | 79,606 | 79,606 | 28,906 CHF | 29,702 CHF | 100.00% | 100.00% |
03/07/2024 | 2.05% | 0.46 CHF | 0.47 CHF | 81,000 | 81,000 | 81,630 | 81,630 | 39,416 CHF | 40,233 CHF | 100.00% | 100.00% |
02/07/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 85,000 | 85,000 | 85,225 | 85,225 | 56,686 CHF | 57,539 CHF | 100.00% | 100.00% |