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 | 0.57% | 1.77 CHF | 1.78 CHF | 48,000 | 48,000 | 26,883 | 26,883 | 47,657 CHF | 47,926 CHF | 100.00% | 100.00% |
12/07/2024 | 0.61% | 1.73 CHF | 1.74 CHF | 48,000 | 48,000 | 27,021 | 27,021 | 45,256 CHF | 45,527 CHF | 99.94% | 99.94% |
11/07/2024 | 0.63% | 1.67 CHF | 1.68 CHF | 48,000 | 48,000 | 26,673 | 26,673 | 44,115 CHF | 44,385 CHF | 99.43% | 99.43% |
10/07/2024 | 0.64% | 1.62 CHF | 1.63 CHF | 52,000 | 52,000 | 28,350 | 28,350 | 45,237 CHF | 45,521 CHF | 99.84% | 99.84% |
09/07/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 52,000 | 52,000 | 28,796 | 28,796 | 44,037 CHF | 44,325 CHF | 99.66% | 99.66% |
08/07/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 52,000 | 52,000 | 28,716 | 28,716 | 43,509 CHF | 43,797 CHF | 100.00% | 100.00% |
05/07/2024 | 0.65% | 1.60 CHF | 1.61 CHF | 52,000 | 52,000 | 28,690 | 28,690 | 45,045 CHF | 45,333 CHF | 99.53% | 99.53% |
04/07/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 26,000 | 26,000 | 23,314 | 23,314 | 35,555 CHF | 35,789 CHF | 98.93% | 98.93% |
03/07/2024 | 0.71% | 1.53 CHF | 1.54 CHF | 52,000 | 52,000 | 28,223 | 28,223 | 40,789 CHF | 41,071 CHF | 98.20% | 98.20% |
02/07/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 52,000 | 52,000 | 28,619 | 28,619 | 38,947 CHF | 39,234 CHF | 99.91% | 99.91% |