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 | 4.16% | 0.52 CHF | 0.53 CHF | 120,000 | 120,000 | 54,047 | 54,047 | 28,627 CHF | 29,603 CHF | 100.00% | 100.00% |
12/07/2024 | 3.50% | 0.53 CHF | 0.54 CHF | 120,000 | 120,000 | 54,677 | 54,677 | 27,692 CHF | 28,522 CHF | 100.00% | 100.00% |
11/07/2024 | 3.85% | 0.46 CHF | 0.47 CHF | 122,000 | 122,000 | 55,172 | 55,172 | 25,451 CHF | 26,288 CHF | 99.83% | 99.83% |
10/07/2024 | 3.69% | 0.46 CHF | 0.47 CHF | 122,000 | 122,000 | 54,891 | 54,891 | 25,987 CHF | 26,820 CHF | 100.00% | 100.00% |
09/07/2024 | 4.21% | 0.51 CHF | 0.52 CHF | 120,000 | 120,000 | 53,765 | 53,765 | 28,731 CHF | 29,703 CHF | 99.73% | 99.73% |
08/07/2024 | 3.74% | 0.59 CHF | 0.60 CHF | 118,000 | 118,000 | 53,240 | 53,240 | 32,254 CHF | 33,222 CHF | 100.00% | 100.00% |
05/07/2024 | 3.68% | 0.60 CHF | 0.61 CHF | 118,000 | 118,000 | 52,334 | 52,334 | 32,081 CHF | 33,028 CHF | 99.81% | 99.81% |
04/07/2024 | 3.94% | 0.64 CHF | 0.66 CHF | 47,000 | 47,000 | 37,434 | 37,434 | 23,679 CHF | 24,582 CHF | 99.98% | 99.98% |
03/07/2024 | 3.51% | 0.63 CHF | 0.64 CHF | 116,000 | 116,000 | 52,038 | 52,038 | 33,817 CHF | 34,760 CHF | 99.98% | 99.98% |
02/07/2024 | 3.46% | 0.65 CHF | 0.66 CHF | 116,000 | 116,000 | 51,750 | 51,750 | 34,076 CHF | 35,014 CHF | 100.00% | 100.00% |