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 | 3.79% | 0.51 CHF | 0.52 CHF | 124,000 | 124,000 | 55,330 | 55,330 | 26,771 CHF | 27,608 CHF | 100.00% | 100.00% |
12/07/2024 | 3.95% | 0.44 CHF | 0.45 CHF | 120,000 | 120,000 | 54,570 | 54,570 | 24,560 CHF | 25,386 CHF | 100.00% | 100.00% |
11/07/2024 | 3.58% | 0.46 CHF | 0.47 CHF | 122,000 | 122,000 | 55,044 | 55,044 | 26,591 CHF | 27,426 CHF | 99.81% | 99.81% |
10/07/2024 | 3.54% | 0.53 CHF | 0.54 CHF | 124,000 | 124,000 | 55,238 | 55,238 | 28,131 CHF | 28,967 CHF | 100.00% | 100.00% |
09/07/2024 | 3.82% | 0.45 CHF | 0.46 CHF | 120,000 | 120,000 | 54,665 | 54,665 | 24,985 CHF | 25,815 CHF | 99.72% | 99.72% |
08/07/2024 | 6.28% | 0.46 CHF | 0.47 CHF | 122,000 | 122,000 | 53,734 | 53,734 | 20,909 CHF | 21,881 CHF | 100.00% | 100.00% |
05/07/2024 | 6.26% | 0.37 CHF | 0.38 CHF | 118,000 | 118,000 | 53,094 | 53,094 | 19,511 CHF | 20,479 CHF | 99.70% | 99.70% |
04/07/2024 | 6.70% | 0.36 CHF | 0.38 CHF | 48,000 | 48,000 | 38,292 | 38,292 | 14,032 CHF | 14,958 CHF | 99.81% | 99.81% |