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 | 2.16% | 0.87 CHF | 0.88 CHF | 124,000 | 124,000 | 55,331 | 55,331 | 46,600 CHF | 47,437 CHF | 100.00% | 100.00% |
12/07/2024 | 2.21% | 0.80 CHF | 0.81 CHF | 120,000 | 120,000 | 54,571 | 54,571 | 44,089 CHF | 44,914 CHF | 100.00% | 100.00% |
11/07/2024 | 2.09% | 0.81 CHF | 0.82 CHF | 122,000 | 122,000 | 55,044 | 55,044 | 46,338 CHF | 47,173 CHF | 99.83% | 99.83% |
10/07/2024 | 2.08% | 0.89 CHF | 0.90 CHF | 124,000 | 124,000 | 55,239 | 55,239 | 47,968 CHF | 48,804 CHF | 100.00% | 100.00% |
09/07/2024 | 2.17% | 0.81 CHF | 0.82 CHF | 120,000 | 120,000 | 54,663 | 54,663 | 44,624 CHF | 45,455 CHF | 99.73% | 99.73% |
08/07/2024 | 3.19% | 0.82 CHF | 0.83 CHF | 122,000 | 122,000 | 53,729 | 53,729 | 40,213 CHF | 41,186 CHF | 99.99% | 99.99% |
05/07/2024 | 3.19% | 0.73 CHF | 0.74 CHF | 118,000 | 118,000 | 53,100 | 53,100 | 38,586 CHF | 39,553 CHF | 99.71% | 99.71% |
04/07/2024 | 3.43% | 0.72 CHF | 0.74 CHF | 48,000 | 48,000 | 38,292 | 38,292 | 27,833 CHF | 28,758 CHF | 99.81% | 99.81% |