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 | 3.74% | 0.43 CHF | 0.44 CHF | 80,248 | 75,000 | 80,143 | 75,000 | 34,712 CHF | 33,722 CHF | 99.70% | 99.70% |
12/07/2024 | 2.58% | 0.44 CHF | 0.45 CHF | 80,053 | 75,000 | 80,232 | 75,000 | 35,083 CHF | 33,652 CHF | 99.01% | 99.01% |
11/07/2024 | 2.41% | 0.44 CHF | 0.45 CHF | 80,134 | 75,000 | 81,082 | 75,000 | 33,268 CHF | 31,528 CHF | 99.08% | 99.08% |
10/07/2024 | 2.33% | 0.42 CHF | 0.43 CHF | 80,948 | 75,000 | 80,808 | 75,000 | 34,360 CHF | 32,642 CHF | 100.00% | 100.00% |
09/07/2024 | 2.52% | 0.44 CHF | 0.45 CHF | 80,355 | 75,000 | 79,453 | 75,000 | 38,203 CHF | 36,994 CHF | 100.00% | 100.00% |
08/07/2024 | 2.42% | 0.48 CHF | 0.49 CHF | 79,488 | 75,000 | 79,540 | 75,000 | 37,338 CHF | 36,069 CHF | 100.00% | 100.00% |
05/07/2024 | 2.65% | 0.46 CHF | 0.47 CHF | 79,905 | 75,000 | 79,591 | 75,000 | 37,934 CHF | 36,715 CHF | 96.57% | 96.57% |
04/07/2024 | 2.30% | 0.43 CHF | 0.44 CHF | 80,932 | 75,000 | 80,969 | 75,000 | 34,788 CHF | 32,977 CHF | 100.00% | 100.00% |
03/07/2024 | 2.45% | 0.40 CHF | 0.41 CHF | 81,810 | 75,000 | 81,795 | 75,000 | 33,071 CHF | 31,080 CHF | 100.00% | 100.00% |
02/07/2024 | 4.61% | 0.22 CHF | 0.23 CHF | 86,578 | 75,000 | 86,922 | 75,000 | 18,457 CHF | 16,678 CHF | 100.00% | 100.00% |