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 | 3.16% | 0.69 CHF | 0.70 CHF | 120,000 | 120,000 | 54,047 | 54,047 | 38,196 CHF | 39,172 CHF | 100.00% | 100.00% |
12/07/2024 | 2.61% | 0.71 CHF | 0.72 CHF | 120,000 | 120,000 | 54,677 | 54,677 | 37,357 CHF | 38,187 CHF | 100.00% | 100.00% |
11/07/2024 | 2.79% | 0.64 CHF | 0.65 CHF | 122,000 | 122,000 | 55,183 | 55,183 | 35,253 CHF | 36,090 CHF | 99.81% | 99.81% |
10/07/2024 | 2.70% | 0.64 CHF | 0.65 CHF | 122,000 | 122,000 | 54,884 | 54,884 | 35,800 CHF | 36,632 CHF | 99.99% | 99.99% |
09/07/2024 | 3.18% | 0.69 CHF | 0.70 CHF | 120,000 | 120,000 | 53,755 | 53,755 | 38,332 CHF | 39,304 CHF | 99.77% | 99.77% |
08/07/2024 | 2.91% | 0.76 CHF | 0.77 CHF | 118,000 | 118,000 | 53,240 | 53,240 | 41,719 CHF | 42,687 CHF | 100.00% | 100.00% |
05/07/2024 | 2.87% | 0.78 CHF | 0.79 CHF | 118,000 | 118,000 | 52,336 | 52,336 | 41,412 CHF | 42,359 CHF | 99.81% | 99.81% |
04/07/2024 | 3.09% | 0.81 CHF | 0.83 CHF | 47,000 | 47,000 | 37,434 | 37,434 | 30,265 CHF | 31,167 CHF | 99.98% | 99.98% |
03/07/2024 | 2.77% | 0.81 CHF | 0.82 CHF | 116,000 | 116,000 | 52,038 | 52,038 | 43,094 CHF | 44,037 CHF | 99.98% | 99.98% |
02/07/2024 | 2.74% | 0.83 CHF | 0.84 CHF | 116,000 | 116,000 | 51,751 | 51,751 | 43,324 CHF | 44,261 CHF | 100.00% | 100.00% |