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 | 3.04% | 0.33 CHF | 0.34 CHF | 88,000 | 88,000 | 88,611 | 88,611 | 28,854 CHF | 29,740 CHF | 98.85% | 100.00% |
12/07/2024 | 1.43% | 0.72 CHF | 0.73 CHF | 79,000 | 79,000 | 79,913 | 79,913 | 55,677 CHF | 56,477 CHF | 100.00% | 100.00% |
11/07/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 80,000 | 80,000 | 80,554 | 80,554 | 53,576 CHF | 54,382 CHF | 99.82% | 99.82% |
10/07/2024 | 1.61% | 0.64 CHF | 0.65 CHF | 81,000 | 81,000 | 81,488 | 81,488 | 50,296 CHF | 51,111 CHF | 100.00% | 100.00% |
09/07/2024 | 1.53% | 0.62 CHF | 0.63 CHF | 82,000 | 82,000 | 80,713 | 80,713 | 52,516 CHF | 53,324 CHF | 99.77% | 99.77% |
08/07/2024 | 1.47% | 0.66 CHF | 0.67 CHF | 81,000 | 81,000 | 80,314 | 80,314 | 54,083 CHF | 54,886 CHF | 100.00% | 100.00% |
05/07/2024 | 1.37% | 0.67 CHF | 0.68 CHF | 81,000 | 81,000 | 79,284 | 79,284 | 57,746 CHF | 58,538 CHF | 99.80% | 99.80% |
04/07/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 80,000 | 80,000 | 80,003 | 80,003 | 55,281 CHF | 56,081 CHF | 100.00% | 100.00% |
03/07/2024 | 1.50% | 0.68 CHF | 0.69 CHF | 80,000 | 80,000 | 80,609 | 80,609 | 53,492 CHF | 54,298 CHF | 100.00% | 100.00% |
02/07/2024 | 1.62% | 0.65 CHF | 0.66 CHF | 81,000 | 81,000 | 81,720 | 81,720 | 50,155 CHF | 50,972 CHF | 100.00% | 100.00% |