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 | 2.50% | 1.03 CHF | 1.04 CHF | 88,000 | 88,000 | 39,567 | 39,567 | 40,380 CHF | 41,183 CHF | 99.99% | 99.99% |
12/07/2024 | 2.59% | 1.03 CHF | 1.04 CHF | 88,000 | 88,000 | 39,581 | 39,581 | 39,575 CHF | 40,379 CHF | 100.00% | 100.00% |
11/07/2024 | 2.71% | 0.96 CHF | 0.97 CHF | 89,000 | 89,000 | 40,214 | 40,214 | 38,171 CHF | 38,990 CHF | 99.81% | 99.81% |
10/07/2024 | 2.70% | 0.93 CHF | 0.94 CHF | 89,000 | 89,000 | 40,309 | 40,309 | 37,640 CHF | 38,462 CHF | 100.00% | 100.00% |
09/07/2024 | 2.64% | 0.96 CHF | 0.97 CHF | 89,000 | 89,000 | 39,760 | 39,760 | 38,213 CHF | 39,019 CHF | 99.76% | 99.76% |
08/07/2024 | 2.48% | 0.98 CHF | 0.99 CHF | 88,000 | 88,000 | 39,353 | 39,353 | 39,673 CHF | 40,470 CHF | 100.00% | 100.00% |
05/07/2024 | 2.55% | 0.99 CHF | 1.00 CHF | 88,000 | 88,000 | 39,446 | 39,446 | 39,262 CHF | 40,066 CHF | 99.70% | 99.70% |
04/07/2024 | 2.92% | 1.02 CHF | 1.05 CHF | 35,000 | 35,000 | 28,536 | 28,536 | 28,843 CHF | 29,699 CHF | 100.00% | 100.00% |
03/07/2024 | 2.55% | 1.03 CHF | 1.04 CHF | 87,000 | 87,000 | 39,443 | 39,443 | 39,751 CHF | 40,553 CHF | 100.00% | 100.00% |
02/07/2024 | 2.55% | 0.99 CHF | 1.00 CHF | 88,000 | 88,000 | 39,300 | 39,300 | 39,199 CHF | 39,995 CHF | 100.00% | 100.00% |