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 | 1.34% | 1.39 CHF | 1.41 CHF | 26,820 | 26,820 | 26,244 | 26,244 | 39,262 CHF | 39,788 CHF | 100.00% | 100.00% |
12/07/2024 | 1.34% | 1.54 CHF | 1.56 CHF | 26,380 | 26,380 | 26,250 | 26,250 | 39,181 CHF | 39,707 CHF | 100.00% | 100.00% |
11/07/2024 | 1.41% | 1.45 CHF | 1.47 CHF | 26,560 | 26,560 | 26,422 | 26,422 | 37,513 CHF | 38,042 CHF | 99.62% | 99.62% |
10/07/2024 | 1.47% | 1.40 CHF | 1.42 CHF | 26,750 | 26,750 | 26,524 | 26,524 | 36,293 CHF | 36,824 CHF | 100.00% | 100.00% |
09/07/2024 | 1.43% | 1.36 CHF | 1.38 CHF | 26,780 | 26,780 | 26,420 | 26,420 | 37,028 CHF | 37,557 CHF | 99.58% | 99.58% |
08/07/2024 | 1.46% | 1.36 CHF | 1.38 CHF | 26,800 | 26,800 | 26,481 | 26,481 | 36,430 CHF | 36,961 CHF | 100.00% | 100.00% |
05/07/2024 | 1.46% | 1.34 CHF | 1.36 CHF | 26,870 | 26,870 | 26,533 | 26,533 | 36,559 CHF | 37,090 CHF | 100.00% | 100.00% |
04/07/2024 | 1.45% | 1.39 CHF | 1.41 CHF | 26,770 | 26,770 | 26,509 | 26,509 | 36,763 CHF | 37,294 CHF | 100.00% | 100.00% |
03/07/2024 | 1.49% | 1.37 CHF | 1.39 CHF | 26,820 | 26,820 | 26,625 | 26,625 | 35,818 CHF | 36,351 CHF | 100.00% | 100.00% |
02/07/2024 | 1.57% | 1.35 CHF | 1.37 CHF | 26,820 | 26,820 | 26,738 | 26,738 | 34,238 CHF | 34,774 CHF | 99.02% | 99.02% |