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 | 2.01% | 0.87 CHF | 0.88 CHF | 89,500 | 89,500 | 39,965 | 39,965 | 35,057 CHF | 35,662 CHF | 100.00% | 100.00% |
12/07/2024 | 1.91% | 0.82 CHF | 0.83 CHF | 86,100 | 86,100 | 36,845 | 36,845 | 33,200 CHF | 33,754 CHF | 99.59% | 99.59% |
11/07/2024 | 1.83% | 0.93 CHF | 0.94 CHF | 78,000 | 78,000 | 34,690 | 34,690 | 33,474 CHF | 33,998 CHF | 99.99% | 99.99% |
10/07/2024 | 1.79% | 1.01 CHF | 1.02 CHF | 77,900 | 77,900 | 34,894 | 34,894 | 34,864 CHF | 35,392 CHF | 100.00% | 100.00% |
09/07/2024 | 1.97% | 0.98 CHF | 0.99 CHF | 84,200 | 84,200 | 38,703 | 38,703 | 35,744 CHF | 36,331 CHF | 100.00% | 100.00% |
08/07/2024 | 1.78% | 0.89 CHF | 0.90 CHF | 90,400 | 90,400 | 40,472 | 40,472 | 35,297 CHF | 35,822 CHF | 100.00% | 100.00% |
05/07/2024 | 2.01% | 0.86 CHF | 0.87 CHF | 88,500 | 88,500 | 39,615 | 39,615 | 34,793 CHF | 35,393 CHF | 99.89% | 99.89% |
04/07/2024 | 2.19% | 0.92 CHF | 0.94 CHF | 34,700 | 34,700 | 28,098 | 28,098 | 25,386 CHF | 25,948 CHF | 100.00% | 100.00% |
03/07/2024 | 1.98% | 0.89 CHF | 0.90 CHF | 87,500 | 87,500 | 38,544 | 38,544 | 34,772 CHF | 35,355 CHF | 100.00% | 100.00% |
02/07/2024 | 1.85% | 0.86 CHF | 0.87 CHF | 92,500 | 92,500 | 41,602 | 41,602 | 34,998 CHF | 35,538 CHF | 99.99% | 99.99% |