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 | 1.04% | 0.97 CHF | 0.98 CHF | 60,000 | 60,000 | 33,072 | 33,072 | 32,202 CHF | 32,533 CHF | 100.00% | 100.00% |
12/07/2024 | 1.15% | 0.94 CHF | 0.95 CHF | 60,000 | 60,000 | 33,289 | 33,289 | 29,804 CHF | 30,138 CHF | 99.94% | 99.94% |
11/07/2024 | 1.18% | 0.89 CHF | 0.90 CHF | 60,000 | 60,000 | 32,806 | 32,806 | 28,807 CHF | 29,139 CHF | 99.43% | 99.43% |
10/07/2024 | 1.23% | 0.85 CHF | 0.86 CHF | 65,000 | 65,000 | 35,424 | 35,424 | 29,329 CHF | 29,684 CHF | 99.84% | 99.84% |
09/07/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 65,000 | 65,000 | 35,983 | 35,983 | 27,938 CHF | 28,298 CHF | 99.66% | 99.66% |
08/07/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 65,000 | 65,000 | 35,883 | 35,883 | 27,470 CHF | 27,830 CHF | 100.00% | 100.00% |
05/07/2024 | 1.26% | 0.84 CHF | 0.85 CHF | 65,000 | 65,000 | 35,849 | 35,849 | 29,036 CHF | 29,395 CHF | 99.53% | 99.53% |
04/07/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 33,000 | 33,000 | 29,239 | 29,239 | 22,551 CHF | 22,843 CHF | 98.93% | 98.93% |
03/07/2024 | 1.46% | 0.77 CHF | 0.78 CHF | 65,000 | 65,000 | 35,268 | 35,268 | 24,933 CHF | 25,287 CHF | 98.22% | 98.22% |
02/07/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 65,000 | 65,000 | 35,755 | 35,755 | 22,822 CHF | 23,180 CHF | 100.00% | 100.00% |