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 | 2.42% | 0.78 CHF | 0.79 CHF | 124,000 | 124,000 | 55,330 | 55,330 | 41,623 CHF | 42,460 CHF | 100.00% | 100.00% |
12/07/2024 | 2.49% | 0.71 CHF | 0.72 CHF | 120,000 | 120,000 | 54,575 | 54,575 | 39,211 CHF | 40,037 CHF | 100.00% | 100.00% |
11/07/2024 | 2.33% | 0.72 CHF | 0.73 CHF | 122,000 | 122,000 | 55,030 | 55,030 | 41,397 CHF | 42,232 CHF | 99.83% | 99.83% |
10/07/2024 | 2.32% | 0.80 CHF | 0.81 CHF | 124,000 | 124,000 | 55,240 | 55,240 | 43,006 CHF | 43,842 CHF | 100.00% | 100.00% |
09/07/2024 | 2.43% | 0.72 CHF | 0.73 CHF | 120,000 | 120,000 | 54,665 | 54,665 | 39,711 CHF | 40,542 CHF | 99.73% | 99.73% |
08/07/2024 | 3.64% | 0.73 CHF | 0.74 CHF | 122,000 | 122,000 | 53,734 | 53,734 | 35,391 CHF | 36,363 CHF | 100.00% | 100.00% |
05/07/2024 | 3.64% | 0.64 CHF | 0.65 CHF | 118,000 | 118,000 | 53,098 | 53,098 | 33,816 CHF | 34,783 CHF | 99.70% | 99.70% |
04/07/2024 | 3.91% | 0.63 CHF | 0.65 CHF | 48,000 | 48,000 | 38,292 | 38,292 | 24,379 CHF | 25,305 CHF | 99.81% | 99.81% |