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 | 1.72% | 1.23 CHF | 1.24 CHF | 89,300 | 89,300 | 38,097 | 38,097 | 45,604 CHF | 46,223 CHF | 99.44% | 99.44% |
12/07/2024 | 1.89% | 1.15 CHF | 1.16 CHF | 97,000 | 97,000 | 41,200 | 41,200 | 45,860 CHF | 46,531 CHF | 99.67% | 99.67% |
11/07/2024 | 1.86% | 1.08 CHF | 1.09 CHF | 94,700 | 94,700 | 39,252 | 39,252 | 43,531 CHF | 44,170 CHF | 100.00% | 100.00% |
10/07/2024 | 1.81% | 1.11 CHF | 1.12 CHF | 93,800 | 93,800 | 39,620 | 39,620 | 44,723 CHF | 45,368 CHF | 100.00% | 100.00% |
09/07/2024 | 1.81% | 1.16 CHF | 1.17 CHF | 92,400 | 92,400 | 39,374 | 39,374 | 45,096 CHF | 45,738 CHF | 100.00% | 100.00% |
08/07/2024 | 1.94% | 1.09 CHF | 1.10 CHF | 97,800 | 97,800 | 41,798 | 41,798 | 44,442 CHF | 45,124 CHF | 100.00% | 100.00% |
05/07/2024 | 1.96% | 1.06 CHF | 1.07 CHF | 99,600 | 99,600 | 42,155 | 42,155 | 44,544 CHF | 45,229 CHF | 99.06% | 99.06% |
04/07/2024 | 1.93% | 1.08 CHF | 1.09 CHF | 29,600 | 29,600 | 27,057 | 27,057 | 28,718 CHF | 29,253 CHF | 99.50% | 99.50% |
03/07/2024 | 1.93% | 1.08 CHF | 1.09 CHF | 98,700 | 98,700 | 41,953 | 41,953 | 45,030 CHF | 45,715 CHF | 99.28% | 99.28% |
02/07/2024 | 1.50% | 1.04 CHF | 1.05 CHF | 101,900 | 101,900 | 43,133 | 43,133 | 44,586 CHF | 45,153 CHF | 100.00% | 100.00% |