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 | 3.18% | 0.48 CHF | 0.49 CHF | 152,000 | 152,000 | 68,064 | 68,064 | 32,802 CHF | 33,686 CHF | 100.00% | 100.00% |
12/07/2024 | 2.90% | 0.50 CHF | 0.51 CHF | 153,000 | 153,000 | 69,072 | 69,072 | 35,903 CHF | 36,802 CHF | 100.00% | 100.00% |
11/07/2024 | 2.77% | 0.56 CHF | 0.57 CHF | 155,000 | 155,000 | 69,490 | 69,490 | 38,792 CHF | 39,695 CHF | 99.99% | 99.99% |
10/07/2024 | 3.16% | 0.57 CHF | 0.58 CHF | 154,000 | 154,000 | 67,942 | 67,942 | 35,692 CHF | 36,582 CHF | 100.00% | 100.00% |
09/07/2024 | 3.45% | 0.46 CHF | 0.47 CHF | 150,000 | 150,000 | 67,494 | 67,494 | 30,330 CHF | 31,208 CHF | 100.00% | 100.00% |
08/07/2024 | 3.65% | 0.44 CHF | 0.45 CHF | 150,000 | 150,000 | 67,293 | 67,293 | 28,410 CHF | 29,286 CHF | 100.00% | 100.00% |
05/07/2024 | 3.53% | 0.43 CHF | 0.44 CHF | 149,000 | 149,000 | 67,230 | 67,230 | 29,339 CHF | 30,214 CHF | 100.00% | 100.00% |
04/07/2024 | 3.41% | 0.44 CHF | 0.45 CHF | 60,000 | 60,000 | 48,297 | 48,297 | 21,278 CHF | 21,963 CHF | 100.00% | 100.00% |
03/07/2024 | 3.32% | 0.44 CHF | 0.45 CHF | 149,000 | 149,000 | 67,185 | 67,185 | 30,295 CHF | 31,170 CHF | 100.00% | 100.00% |
02/07/2024 | 2.84% | 0.51 CHF | 0.52 CHF | 151,000 | 151,000 | 67,878 | 67,878 | 36,057 CHF | 36,939 CHF | 100.00% | 100.00% |