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 | 4.45% | 0.23 CHF | 0.24 CHF | 88,000 | 88,000 | 88,610 | 88,610 | 19,686 CHF | 20,574 CHF | 99.26% | 100.00% |
12/07/2024 | 1.73% | 0.60 CHF | 0.61 CHF | 79,000 | 79,000 | 79,913 | 79,913 | 45,766 CHF | 46,565 CHF | 99.99% | 99.99% |
11/07/2024 | 1.83% | 0.55 CHF | 0.56 CHF | 80,000 | 80,000 | 80,554 | 80,554 | 43,672 CHF | 44,478 CHF | 99.83% | 99.83% |
10/07/2024 | 2.01% | 0.51 CHF | 0.52 CHF | 81,000 | 81,000 | 81,488 | 81,488 | 40,241 CHF | 41,056 CHF | 100.00% | 100.00% |
09/07/2024 | 1.89% | 0.50 CHF | 0.51 CHF | 82,000 | 82,000 | 80,713 | 80,713 | 42,555 CHF | 43,363 CHF | 99.74% | 99.74% |
08/07/2024 | 1.80% | 0.54 CHF | 0.55 CHF | 81,000 | 81,000 | 80,314 | 80,314 | 44,240 CHF | 45,043 CHF | 100.00% | 100.00% |
05/07/2024 | 1.64% | 0.54 CHF | 0.55 CHF | 81,000 | 81,000 | 79,284 | 79,284 | 47,955 CHF | 48,748 CHF | 99.81% | 99.81% |
04/07/2024 | 1.74% | 0.58 CHF | 0.59 CHF | 80,000 | 80,000 | 80,003 | 80,003 | 45,475 CHF | 46,275 CHF | 100.00% | 100.00% |
03/07/2024 | 1.82% | 0.55 CHF | 0.56 CHF | 80,000 | 80,000 | 80,609 | 80,609 | 43,912 CHF | 44,718 CHF | 100.00% | 100.00% |
02/07/2024 | 1.98% | 0.53 CHF | 0.54 CHF | 81,000 | 81,000 | 81,720 | 81,720 | 40,899 CHF | 41,716 CHF | 100.00% | 100.00% |