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 | 3.59% | 0.61 CHF | 0.62 CHF | 120,000 | 120,000 | 54,040 | 54,040 | 33,453 CHF | 34,429 CHF | 99.99% | 99.99% |
12/07/2024 | 2.99% | 0.62 CHF | 0.63 CHF | 120,000 | 120,000 | 54,677 | 54,677 | 32,541 CHF | 33,371 CHF | 100.00% | 100.00% |
11/07/2024 | 3.23% | 0.55 CHF | 0.56 CHF | 122,000 | 122,000 | 55,190 | 55,190 | 30,403 CHF | 31,240 CHF | 99.82% | 99.82% |
10/07/2024 | 3.12% | 0.55 CHF | 0.56 CHF | 122,000 | 122,000 | 54,892 | 54,892 | 30,919 CHF | 31,752 CHF | 100.00% | 100.00% |
09/07/2024 | 3.62% | 0.60 CHF | 0.61 CHF | 120,000 | 120,000 | 53,754 | 53,754 | 33,551 CHF | 34,524 CHF | 99.77% | 99.77% |
08/07/2024 | 3.28% | 0.68 CHF | 0.69 CHF | 118,000 | 118,000 | 53,239 | 53,239 | 36,984 CHF | 37,952 CHF | 100.00% | 100.00% |
05/07/2024 | 3.23% | 0.69 CHF | 0.70 CHF | 118,000 | 118,000 | 52,339 | 52,339 | 36,760 CHF | 37,707 CHF | 99.81% | 99.81% |
04/07/2024 | 3.46% | 0.73 CHF | 0.75 CHF | 47,000 | 47,000 | 37,434 | 37,434 | 27,001 CHF | 27,904 CHF | 99.98% | 99.98% |
03/07/2024 | 3.10% | 0.72 CHF | 0.73 CHF | 116,000 | 116,000 | 52,038 | 52,038 | 38,468 CHF | 39,411 CHF | 99.98% | 99.98% |
02/07/2024 | 3.05% | 0.74 CHF | 0.75 CHF | 116,000 | 116,000 | 51,750 | 51,750 | 38,719 CHF | 39,657 CHF | 100.00% | 100.00% |