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 | 1.27% | 2.78 CHF | 2.79 CHF | 60,000 | 60,000 | 27,023 | 27,023 | 75,717 CHF | 76,423 CHF | 100.00% | 100.00% |
12/07/2024 | 1.13% | 2.81 CHF | 2.82 CHF | 60,000 | 60,000 | 27,682 | 27,682 | 76,241 CHF | 76,892 CHF | 99.99% | 99.99% |
11/07/2024 | 1.16% | 2.67 CHF | 2.68 CHF | 61,000 | 61,000 | 27,922 | 27,922 | 74,400 CHF | 75,055 CHF | 99.83% | 99.83% |
10/07/2024 | 1.15% | 2.68 CHF | 2.69 CHF | 61,000 | 61,000 | 27,832 | 27,832 | 75,047 CHF | 75,702 CHF | 100.00% | 100.00% |
09/07/2024 | 1.27% | 2.77 CHF | 2.78 CHF | 60,000 | 60,000 | 26,881 | 26,881 | 75,797 CHF | 76,501 CHF | 99.74% | 99.74% |
08/07/2024 | 1.22% | 2.92 CHF | 2.93 CHF | 59,000 | 59,000 | 26,620 | 26,620 | 78,670 CHF | 79,371 CHF | 100.00% | 100.00% |
05/07/2024 | 1.21% | 2.96 CHF | 2.97 CHF | 59,000 | 59,000 | 26,554 | 26,554 | 79,004 CHF | 79,706 CHF | 99.80% | 99.80% |
04/07/2024 | 1.34% | 3.01 CHF | 3.04 CHF | 24,000 | 24,000 | 19,217 | 19,217 | 57,813 CHF | 58,549 CHF | 99.98% | 99.98% |
03/07/2024 | 1.19% | 3.01 CHF | 3.02 CHF | 58,000 | 58,000 | 26,405 | 26,405 | 80,552 CHF | 81,251 CHF | 99.98% | 99.98% |
02/07/2024 | 1.18% | 3.06 CHF | 3.07 CHF | 58,000 | 58,000 | 26,141 | 26,141 | 80,269 CHF | 80,961 CHF | 100.00% | 100.00% |