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 | 1.42% | 2.69 CHF | 2.70 CHF | 40,900 | 40,900 | 18,471 | 18,471 | 48,065 CHF | 48,551 CHF | 99.99% | 99.99% |
12/07/2024 | 1.43% | 2.53 CHF | 2.54 CHF | 41,500 | 41,500 | 18,573 | 18,573 | 46,768 CHF | 47,254 CHF | 99.90% | 99.90% |
11/07/2024 | 1.44% | 2.54 CHF | 2.55 CHF | 41,300 | 41,300 | 18,519 | 18,519 | 46,637 CHF | 47,121 CHF | 99.89% | 99.89% |
10/07/2024 | 1.47% | 2.43 CHF | 2.44 CHF | 42,200 | 42,200 | 18,850 | 18,850 | 46,295 CHF | 46,789 CHF | 99.78% | 99.78% |
09/07/2024 | 1.53% | 2.39 CHF | 2.40 CHF | 44,100 | 44,100 | 19,838 | 19,838 | 47,003 CHF | 47,523 CHF | 99.90% | 99.90% |
08/07/2024 | 1.52% | 2.45 CHF | 2.46 CHF | 43,200 | 43,200 | 19,421 | 19,421 | 47,077 CHF | 47,587 CHF | 100.00% | 100.00% |
05/07/2024 | 1.51% | 2.41 CHF | 2.42 CHF | 43,700 | 43,700 | 19,583 | 19,583 | 46,974 CHF | 47,489 CHF | 99.89% | 99.89% |
04/07/2024 | 1.67% | 2.41 CHF | 2.44 CHF | 17,400 | 17,400 | 13,944 | 13,944 | 33,693 CHF | 34,227 CHF | 99.79% | 99.79% |
03/07/2024 | 1.50% | 2.42 CHF | 2.43 CHF | 43,300 | 43,300 | 19,414 | 19,414 | 46,927 CHF | 47,435 CHF | 99.58% | 99.58% |
02/07/2024 | 1.58% | 2.36 CHF | 2.37 CHF | 44,700 | 44,700 | 20,110 | 20,110 | 46,576 CHF | 47,105 CHF | 100.00% | 100.00% |