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 | 3.38% | 0.58 CHF | 0.59 CHF | 69,000 | 69,000 | 28,147 | 28,147 | 15,063 CHF | 15,474 CHF | 98.37% | 98.37% |
12/07/2024 | 2.94% | 0.53 CHF | 0.54 CHF | 70,000 | 70,000 | 31,599 | 31,599 | 16,347 CHF | 16,759 CHF | 100.00% | 100.00% |
11/07/2024 | 3.04% | 0.52 CHF | 0.53 CHF | 70,000 | 70,000 | 31,561 | 31,480 | 15,964 CHF | 16,333 CHF | 100.00% | 100.00% |
10/07/2024 | 3.39% | 0.46 CHF | 0.47 CHF | 70,000 | 70,000 | 31,852 | 31,852 | 14,301 CHF | 14,716 CHF | 100.00% | 100.00% |
09/07/2024 | 3.95% | 0.39 CHF | 0.40 CHF | 72,000 | 72,000 | 32,189 | 32,241 | 12,135 CHF | 12,574 CHF | 100.00% | 100.00% |
08/07/2024 | 3.98% | 0.44 CHF | 0.45 CHF | 71,000 | 71,000 | 32,059 | 31,690 | 13,088 CHF | 13,361 CHF | 100.00% | 100.00% |
05/07/2024 | 3.72% | 0.35 CHF | 0.36 CHF | 72,000 | 72,000 | 32,136 | 32,136 | 12,542 CHF | 12,960 CHF | 99.62% | 99.62% |
04/07/2024 | 3.56% | 0.43 CHF | 0.44 CHF | 29,000 | 29,000 | 23,156 | 23,156 | 9,850 CHF | 10,177 CHF | 99.60% | 99.60% |
03/07/2024 | 3.82% | 0.41 CHF | 0.42 CHF | 71,000 | 68,770 | 32,037 | 31,965 | 12,903 CHF | 13,290 CHF | 100.00% | 100.00% |
02/07/2024 | 4.29% | 0.35 CHF | 0.36 CHF | 72,000 | 72,000 | 32,274 | 32,274 | 11,457 CHF | 11,876 CHF | 100.00% | 100.00% |