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 | 2.21% | 0.46 CHF | 0.47 CHF | 80,395 | 75,000 | 80,129 | 75,000 | 35,870 CHF | 34,323 CHF | 99.70% | 99.70% |
12/07/2024 | 3.18% | 0.44 CHF | 0.46 CHF | 80,122 | 75,000 | 80,241 | 75,000 | 35,729 CHF | 34,471 CHF | 99.01% | 99.01% |
11/07/2024 | 2.75% | 0.45 CHF | 0.46 CHF | 80,083 | 75,000 | 81,036 | 75,000 | 38,436 CHF | 36,557 CHF | 99.09% | 99.09% |
10/07/2024 | 3.03% | 0.47 CHF | 0.48 CHF | 81,087 | 75,000 | 80,805 | 75,000 | 37,106 CHF | 35,500 CHF | 100.00% | 100.00% |
09/07/2024 | 3.14% | 0.45 CHF | 0.46 CHF | 80,406 | 75,000 | 79,456 | 75,000 | 32,095 CHF | 31,256 CHF | 100.00% | 100.00% |
08/07/2024 | 3.58% | 0.41 CHF | 0.42 CHF | 79,538 | 75,000 | 79,538 | 75,000 | 32,932 CHF | 32,181 CHF | 100.00% | 100.00% |
05/07/2024 | 2.41% | 0.43 CHF | 0.44 CHF | 79,905 | 75,000 | 79,595 | 75,000 | 32,679 CHF | 31,535 CHF | 96.57% | 96.57% |
04/07/2024 | 2.29% | 0.46 CHF | 0.47 CHF | 80,932 | 75,000 | 80,962 | 75,000 | 37,271 CHF | 35,322 CHF | 100.00% | 100.00% |
03/07/2024 | 2.04% | 0.49 CHF | 0.50 CHF | 81,810 | 75,000 | 81,795 | 75,000 | 39,727 CHF | 37,170 CHF | 100.00% | 100.00% |