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 | 4.79% | 0.31 CHF | 0.32 CHF | 69,000 | 69,000 | 28,177 | 28,177 | 10,088 CHF | 10,499 CHF | 98.13% | 98.13% |
12/07/2024 | 4.04% | 0.37 CHF | 0.38 CHF | 70,000 | 70,000 | 31,598 | 31,598 | 11,955 CHF | 12,367 CHF | 100.00% | 100.00% |
11/07/2024 | 3.84% | 0.37 CHF | 0.38 CHF | 70,000 | 70,000 | 31,550 | 31,550 | 12,341 CHF | 12,753 CHF | 99.97% | 99.97% |
10/07/2024 | 3.38% | 0.44 CHF | 0.45 CHF | 70,000 | 70,000 | 31,836 | 31,836 | 14,359 CHF | 14,774 CHF | 100.00% | 100.00% |
09/07/2024 | 2.97% | 0.51 CHF | 0.52 CHF | 72,000 | 72,000 | 32,256 | 32,256 | 16,831 CHF | 17,250 CHF | 100.00% | 100.00% |
08/07/2024 | 2.97% | 0.46 CHF | 0.47 CHF | 71,000 | 71,000 | 32,062 | 32,062 | 15,728 CHF | 16,145 CHF | 99.70% | 99.70% |
05/07/2024 | 3.12% | 0.55 CHF | 0.56 CHF | 72,000 | 72,000 | 32,243 | 32,243 | 16,500 CHF | 16,918 CHF | 99.89% | 99.89% |
04/07/2024 | 3.12% | 0.47 CHF | 0.48 CHF | 29,000 | 29,000 | 23,136 | 23,136 | 11,063 CHF | 11,390 CHF | 100.00% | 100.00% |
03/07/2024 | 3.00% | 0.50 CHF | 0.51 CHF | 71,000 | 71,000 | 32,037 | 32,037 | 16,143 CHF | 16,560 CHF | 100.00% | 100.00% |
02/07/2024 | 2.76% | 0.56 CHF | 0.57 CHF | 72,000 | 72,000 | 32,274 | 32,274 | 17,871 CHF | 18,290 CHF | 100.00% | 100.00% |