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 | 20,319 CHF | 20,649 CHF | 100.00% | 100.00% |
12/07/2024 | 1.58% | 0.65 CHF | 0.66 CHF | 33,000 | 33,000 | 33,000 | 33,000 | 20,740 CHF | 21,070 CHF | 100.00% | 100.00% |
11/07/2024 | 1.69% | 0.63 CHF | 0.64 CHF | 33,000 | 33,000 | 33,596 | 33,596 | 19,806 CHF | 20,142 CHF | 99.83% | 99.83% |
10/07/2024 | 1.76% | 0.56 CHF | 0.57 CHF | 34,000 | 34,000 | 34,000 | 34,000 | 19,126 CHF | 19,466 CHF | 100.00% | 100.00% |
09/07/2024 | 1.85% | 0.50 CHF | 0.51 CHF | 34,000 | 34,000 | 34,015 | 34,015 | 18,228 CHF | 18,568 CHF | 99.77% | 99.77% |
08/07/2024 | 1.56% | 0.62 CHF | 0.63 CHF | 33,000 | 33,000 | 33,000 | 33,000 | 21,038 CHF | 21,368 CHF | 100.00% | 100.00% |
05/07/2024 | 1.39% | 0.69 CHF | 0.70 CHF | 33,000 | 33,000 | 32,088 | 32,088 | 23,003 CHF | 23,323 CHF | 99.81% | 99.81% |
04/07/2024 | 1.41% | 0.71 CHF | 0.72 CHF | 32,000 | 32,000 | 32,063 | 32,063 | 22,640 CHF | 22,961 CHF | 100.00% | 100.00% |
03/07/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 32,000 | 32,000 | 32,299 | 32,299 | 22,341 CHF | 22,664 CHF | 100.00% | 100.00% |
02/07/2024 | 1.61% | 0.64 CHF | 0.65 CHF | 33,000 | 33,000 | 33,112 | 33,112 | 20,358 CHF | 20,689 CHF | 100.00% | 100.00% |