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 | 3.04% | 0.35 CHF | 0.36 CHF | 91,000 | 91,000 | 41,375 | 41,375 | 13,753 CHF | 14,168 CHF | 98.71% | 100.00% |
12/07/2024 | 3.85% | 0.29 CHF | 0.30 CHF | 93,000 | 93,000 | 42,268 | 42,268 | 11,306 CHF | 11,730 CHF | 100.00% | 100.00% |
11/07/2024 | 4.61% | 0.26 CHF | 0.27 CHF | 94,000 | 94,000 | 42,453 | 42,453 | 10,335 CHF | 10,795 CHF | 100.00% | 100.00% |
10/07/2024 | 6.33% | 0.21 CHF | 0.22 CHF | 95,000 | 95,000 | 42,688 | 42,688 | 8,951 CHF | 9,488 CHF | 99.90% | 99.90% |
09/07/2024 | 4.24% | 0.21 CHF | 0.22 CHF | 95,000 | 95,000 | 42,623 | 42,623 | 9,790 CHF | 10,217 CHF | 100.00% | 100.00% |
08/07/2024 | 6.38% | 0.23 CHF | 0.24 CHF | 95,000 | 95,000 | 42,499 | 42,499 | 9,495 CHF | 10,031 CHF | 100.00% | 100.00% |
05/07/2024 | 6.70% | 0.19 CHF | 0.20 CHF | 96,000 | 96,000 | 42,812 | 42,812 | 8,449 CHF | 8,988 CHF | 99.90% | 99.90% |
04/07/2024 | 7.10% | 0.21 CHF | 0.22 CHF | 38,000 | 38,000 | 30,559 | 30,559 | 6,238 CHF | 6,696 CHF | 100.00% | 100.00% |