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 | 39,571 | 39,571 | 58,653 CHF | 59,456 CHF | 100.00% | 100.00% |
12/07/2024 | 1.77% | 1.49 CHF | 1.50 CHF | 88,000 | 88,000 | 39,578 | 39,578 | 57,849 CHF | 58,652 CHF | 99.99% | 99.99% |
11/07/2024 | 1.82% | 1.42 CHF | 1.43 CHF | 89,000 | 89,000 | 40,222 | 40,222 | 56,770 CHF | 57,589 CHF | 99.82% | 99.82% |
10/07/2024 | 1.82% | 1.39 CHF | 1.40 CHF | 89,000 | 89,000 | 40,309 | 40,309 | 56,364 CHF | 57,186 CHF | 100.00% | 100.00% |
09/07/2024 | 1.79% | 1.42 CHF | 1.43 CHF | 89,000 | 89,000 | 39,759 | 39,759 | 56,664 CHF | 57,470 CHF | 99.76% | 99.76% |
08/07/2024 | 1.72% | 1.44 CHF | 1.45 CHF | 88,000 | 88,000 | 39,354 | 39,354 | 57,814 CHF | 58,611 CHF | 100.00% | 100.00% |
05/07/2024 | 1.75% | 1.45 CHF | 1.46 CHF | 88,000 | 88,000 | 39,445 | 39,445 | 57,544 CHF | 58,348 CHF | 99.70% | 99.70% |
04/07/2024 | 2.01% | 1.48 CHF | 1.51 CHF | 35,000 | 35,000 | 28,536 | 28,536 | 42,086 CHF | 42,942 CHF | 100.00% | 100.00% |
03/07/2024 | 1.75% | 1.49 CHF | 1.50 CHF | 87,000 | 87,000 | 39,443 | 39,443 | 58,082 CHF | 58,884 CHF | 100.00% | 100.00% |
02/07/2024 | 1.75% | 1.46 CHF | 1.47 CHF | 88,000 | 88,000 | 39,295 | 39,295 | 57,502 CHF | 58,298 CHF | 99.99% | 99.99% |