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 | 1.61% | 0.61 CHF | 0.62 CHF | 33,000 | 33,000 | 33,000 | 33,000 | 20,347 CHF | 20,677 CHF | 100.00% | 100.00% |
12/07/2024 | 1.57% | 0.66 CHF | 0.67 CHF | 33,000 | 33,000 | 33,000 | 33,000 | 20,816 CHF | 21,146 CHF | 100.00% | 100.00% |
11/07/2024 | 1.68% | 0.63 CHF | 0.64 CHF | 33,000 | 33,000 | 33,597 | 33,597 | 19,835 CHF | 20,172 CHF | 99.83% | 99.83% |
10/07/2024 | 1.76% | 0.56 CHF | 0.57 CHF | 34,000 | 34,000 | 34,000 | 34,000 | 19,147 CHF | 19,487 CHF | 100.00% | 100.00% |
09/07/2024 | 1.84% | 0.51 CHF | 0.52 CHF | 34,000 | 34,000 | 34,015 | 34,015 | 18,301 CHF | 18,641 CHF | 99.77% | 99.77% |
08/07/2024 | 1.56% | 0.62 CHF | 0.63 CHF | 33,000 | 33,000 | 33,000 | 33,000 | 21,060 CHF | 21,390 CHF | 100.00% | 100.00% |
05/07/2024 | 1.38% | 0.69 CHF | 0.70 CHF | 33,000 | 33,000 | 32,088 | 32,088 | 23,027 CHF | 23,348 CHF | 99.81% | 99.81% |
04/07/2024 | 1.40% | 0.71 CHF | 0.72 CHF | 32,000 | 32,000 | 32,063 | 32,063 | 22,668 CHF | 22,989 CHF | 100.00% | 100.00% |
03/07/2024 | 1.43% | 0.71 CHF | 0.72 CHF | 32,000 | 32,000 | 32,299 | 32,299 | 22,396 CHF | 22,719 CHF | 100.00% | 100.00% |
02/07/2024 | 1.61% | 0.64 CHF | 0.65 CHF | 33,000 | 33,000 | 33,112 | 33,112 | 20,395 CHF | 20,726 CHF | 100.00% | 100.00% |