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 | 0.67% | 1.53 CHF | 1.54 CHF | 88,000 | 88,000 | 39,691 | 39,691 | 60,127 CHF | 60,525 CHF | 100.00% | 100.00% |
12/07/2024 | 0.71% | 1.47 CHF | 1.48 CHF | 89,000 | 89,000 | 40,381 | 40,381 | 58,421 CHF | 58,826 CHF | 100.00% | 100.00% |
11/07/2024 | 0.72% | 1.44 CHF | 1.45 CHF | 90,000 | 90,000 | 40,663 | 40,663 | 57,859 CHF | 58,267 CHF | 100.00% | 100.00% |
10/07/2024 | 0.73% | 1.39 CHF | 1.40 CHF | 91,000 | 91,000 | 41,044 | 41,044 | 57,077 CHF | 57,488 CHF | 99.90% | 99.90% |
09/07/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 91,000 | 91,000 | 40,739 | 40,739 | 57,527 CHF | 57,936 CHF | 100.00% | 100.00% |
08/07/2024 | 0.73% | 1.41 CHF | 1.42 CHF | 91,000 | 91,000 | 40,854 | 40,854 | 57,226 CHF | 57,635 CHF | 100.00% | 100.00% |
05/07/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 92,000 | 92,000 | 41,168 | 41,168 | 56,732 CHF | 57,144 CHF | 99.90% | 99.90% |
04/07/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 37,000 | 37,000 | 29,558 | 29,558 | 41,037 CHF | 41,333 CHF | 100.00% | 100.00% |
03/07/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 91,000 | 91,000 | 40,708 | 40,708 | 57,765 CHF | 58,173 CHF | 100.00% | 100.00% |
02/07/2024 | 0.74% | 1.41 CHF | 1.42 CHF | 90,000 | 90,000 | 40,875 | 40,875 | 56,671 CHF | 57,080 CHF | 100.00% | 100.00% |