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 | 1.11% | 2.33 CHF | 2.34 CHF | 88,000 | 88,000 | 39,571 | 39,571 | 92,043 CHF | 92,847 CHF | 100.00% | 100.00% |
12/07/2024 | 1.12% | 2.33 CHF | 2.34 CHF | 88,000 | 88,000 | 39,581 | 39,581 | 91,288 CHF | 92,092 CHF | 100.00% | 100.00% |
11/07/2024 | 1.14% | 2.27 CHF | 2.28 CHF | 89,000 | 89,000 | 40,224 | 40,224 | 90,742 CHF | 91,561 CHF | 99.82% | 99.82% |
10/07/2024 | 1.14% | 2.24 CHF | 2.25 CHF | 89,000 | 89,000 | 40,309 | 40,309 | 90,508 CHF | 91,330 CHF | 100.00% | 100.00% |
09/07/2024 | 1.13% | 2.27 CHF | 2.28 CHF | 89,000 | 89,000 | 39,759 | 39,759 | 90,324 CHF | 91,129 CHF | 99.76% | 99.76% |
08/07/2024 | 1.10% | 2.29 CHF | 2.30 CHF | 88,000 | 88,000 | 39,355 | 39,355 | 91,164 CHF | 91,961 CHF | 100.00% | 100.00% |
05/07/2024 | 1.11% | 2.30 CHF | 2.31 CHF | 88,000 | 88,000 | 39,443 | 39,443 | 90,906 CHF | 91,709 CHF | 99.70% | 99.70% |
04/07/2024 | 1.28% | 2.33 CHF | 2.36 CHF | 35,000 | 35,000 | 28,536 | 28,536 | 66,301 CHF | 67,157 CHF | 100.00% | 100.00% |
03/07/2024 | 1.11% | 2.34 CHF | 2.35 CHF | 87,000 | 87,000 | 39,443 | 39,443 | 91,579 CHF | 92,381 CHF | 100.00% | 100.00% |
02/07/2024 | 1.11% | 2.31 CHF | 2.32 CHF | 88,000 | 88,000 | 39,297 | 39,297 | 90,982 CHF | 91,778 CHF | 99.99% | 99.99% |