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 | 1.88% | 0.52 CHF | 0.53 CHF | 33,000 | 33,000 | 33,000 | 33,000 | 17,402 CHF | 17,732 CHF | 100.00% | 100.00% |
12/07/2024 | 1.83% | 0.57 CHF | 0.58 CHF | 33,000 | 33,000 | 33,000 | 33,000 | 17,851 CHF | 18,181 CHF | 100.00% | 100.00% |
11/07/2024 | 1.98% | 0.55 CHF | 0.56 CHF | 33,000 | 33,000 | 33,597 | 33,597 | 16,842 CHF | 17,178 CHF | 99.82% | 99.82% |
10/07/2024 | 2.09% | 0.47 CHF | 0.48 CHF | 34,000 | 34,000 | 34,000 | 34,000 | 16,119 CHF | 16,459 CHF | 100.00% | 100.00% |
09/07/2024 | 2.22% | 0.42 CHF | 0.43 CHF | 34,000 | 34,000 | 34,015 | 34,015 | 15,208 CHF | 15,549 CHF | 99.73% | 99.73% |
08/07/2024 | 1.80% | 0.53 CHF | 0.54 CHF | 33,000 | 33,000 | 33,000 | 33,000 | 18,137 CHF | 18,467 CHF | 100.00% | 100.00% |
05/07/2024 | 1.58% | 0.60 CHF | 0.61 CHF | 33,000 | 33,000 | 32,088 | 32,088 | 20,195 CHF | 20,516 CHF | 99.81% | 99.81% |
04/07/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 32,000 | 32,000 | 32,063 | 32,063 | 19,834 CHF | 20,155 CHF | 100.00% | 100.00% |
03/07/2024 | 1.64% | 0.62 CHF | 0.63 CHF | 32,000 | 32,000 | 32,299 | 32,299 | 19,574 CHF | 19,897 CHF | 100.00% | 100.00% |
02/07/2024 | 1.85% | 0.56 CHF | 0.57 CHF | 33,000 | 33,000 | 33,112 | 33,112 | 17,785 CHF | 18,116 CHF | 100.00% | 100.00% |