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 | 1.73% | 1.49 CHF | 1.50 CHF | 88,000 | 88,000 | 39,570 | 39,570 | 58,747 CHF | 59,550 CHF | 100.00% | 100.00% |
12/07/2024 | 1.77% | 1.49 CHF | 1.50 CHF | 88,000 | 88,000 | 39,581 | 39,581 | 57,929 CHF | 58,732 CHF | 100.00% | 100.00% |
11/07/2024 | 1.82% | 1.43 CHF | 1.44 CHF | 89,000 | 89,000 | 40,222 | 40,222 | 56,820 CHF | 57,639 CHF | 99.82% | 99.82% |
10/07/2024 | 1.82% | 1.40 CHF | 1.41 CHF | 89,000 | 89,000 | 40,309 | 40,309 | 56,406 CHF | 57,228 CHF | 100.00% | 100.00% |
09/07/2024 | 1.79% | 1.43 CHF | 1.44 CHF | 89,000 | 89,000 | 39,765 | 39,765 | 56,747 CHF | 57,553 CHF | 99.73% | 99.73% |
08/07/2024 | 1.71% | 1.44 CHF | 1.45 CHF | 88,000 | 88,000 | 39,353 | 39,353 | 58,012 CHF | 58,810 CHF | 100.00% | 100.00% |
05/07/2024 | 1.75% | 1.45 CHF | 1.46 CHF | 88,000 | 88,000 | 39,446 | 39,446 | 57,610 CHF | 58,413 CHF | 99.70% | 99.70% |
04/07/2024 | 2.01% | 1.48 CHF | 1.51 CHF | 35,000 | 35,000 | 28,536 | 28,536 | 42,149 CHF | 43,005 CHF | 100.00% | 100.00% |
03/07/2024 | 1.75% | 1.50 CHF | 1.51 CHF | 87,000 | 87,000 | 39,443 | 39,443 | 58,164 CHF | 58,966 CHF | 100.00% | 100.00% |
02/07/2024 | 1.74% | 1.46 CHF | 1.47 CHF | 88,000 | 88,000 | 39,300 | 39,300 | 57,612 CHF | 58,408 CHF | 100.00% | 100.00% |