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 | 1.00% | 1.85 CHF | 1.86 CHF | 69,000 | 69,000 | 28,148 | 28,148 | 50,822 CHF | 51,233 CHF | 98.37% | 98.37% |
12/07/2024 | 0.86% | 1.80 CHF | 1.81 CHF | 70,000 | 70,000 | 31,662 | 31,662 | 56,608 CHF | 57,021 CHF | 99.53% | 99.53% |
11/07/2024 | 0.87% | 1.79 CHF | 1.80 CHF | 70,000 | 70,000 | 31,558 | 31,558 | 56,036 CHF | 56,448 CHF | 100.00% | 100.00% |
10/07/2024 | 0.90% | 1.74 CHF | 1.75 CHF | 70,000 | 70,000 | 31,836 | 31,836 | 54,834 CHF | 55,248 CHF | 100.00% | 100.00% |
09/07/2024 | 0.93% | 1.67 CHF | 1.68 CHF | 72,000 | 72,000 | 32,256 | 32,256 | 53,238 CHF | 53,657 CHF | 100.00% | 100.00% |
08/07/2024 | 0.93% | 1.71 CHF | 1.72 CHF | 71,000 | 71,000 | 32,058 | 32,058 | 53,816 CHF | 54,233 CHF | 100.00% | 100.00% |
05/07/2024 | 0.92% | 1.62 CHF | 1.63 CHF | 72,000 | 72,000 | 32,136 | 32,136 | 53,434 CHF | 53,852 CHF | 99.62% | 99.62% |
04/07/2024 | 0.90% | 1.71 CHF | 1.72 CHF | 29,000 | 29,000 | 23,156 | 23,156 | 39,423 CHF | 39,750 CHF | 99.60% | 99.60% |
03/07/2024 | 0.92% | 1.69 CHF | 1.70 CHF | 71,000 | 71,000 | 32,036 | 32,036 | 53,795 CHF | 54,211 CHF | 100.00% | 100.00% |
02/07/2024 | 0.95% | 1.63 CHF | 1.64 CHF | 72,000 | 72,000 | 32,273 | 32,273 | 52,768 CHF | 53,187 CHF | 100.00% | 100.00% |