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 | 1.01% | 55.70 CHF | 56.25 CHF | 1,400 | 1,400 | 1,400 | 1,400 | 77,768 CHF | 78,556 CHF | 99.99% | 99.99% |
12/07/2024 | 1.08% | 53.65 CHF | 54.20 CHF | 1,500 | 1,500 | 1,500 | 1,500 | 76,301 CHF | 77,126 CHF | 99.98% | 99.98% |
11/07/2024 | 1.05% | 49.35 CHF | 49.85 CHF | 1,700 | 1,700 | 1,700 | 1,700 | 80,386 CHF | 81,236 CHF | 99.79% | 99.79% |
10/07/2024 | 1.06% | 43.45 CHF | 43.95 CHF | 1,700 | 1,700 | 1,700 | 1,700 | 71,746 CHF | 72,513 CHF | 99.99% | 99.99% |
09/07/2024 | 1.08% | 43.30 CHF | 43.80 CHF | 1,600 | 1,600 | 1,598 | 1,598 | 73,896 CHF | 74,696 CHF | 99.72% | 99.72% |
08/07/2024 | 0.98% | 46.10 CHF | 46.55 CHF | 1,800 | 1,800 | 1,800 | 1,800 | 82,188 CHF | 82,998 CHF | 99.99% | 99.99% |
05/07/2024 | 1.14% | 40.55 CHF | 41.00 CHF | 1,700 | 1,700 | 1,700 | 1,700 | 73,128 CHF | 73,963 CHF | 99.77% | 99.77% |
04/07/2024 | 1.07% | 42.55 CHF | 43.00 CHF | 1,900 | 1,900 | 1,900 | 1,900 | 79,647 CHF | 80,502 CHF | 100.00% | 100.00% |
03/07/2024 | 1.07% | 38.70 CHF | 39.10 CHF | 2,100 | 2,100 | 2,105 | 2,105 | 78,593 CHF | 79,435 CHF | 100.00% | 100.00% |
02/07/2024 | 1.36% | 34.80 CHF | 35.25 CHF | 1,900 | 1,900 | 1,900 | 1,900 | 62,535 CHF | 63,390 CHF | 99.98% | 99.98% |