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 | 1.23% | 1.66 CHF | 1.68 CHF | 17,000 | 17,000 | 16,841 | 16,841 | 27,421 CHF | 27,758 CHF | 100.00% | 100.00% |
12/07/2024 | 1.17% | 1.61 CHF | 1.63 CHF | 17,000 | 17,000 | 16,841 | 16,841 | 29,020 CHF | 29,357 CHF | 100.00% | 100.00% |
11/07/2024 | 1.17% | 1.71 CHF | 1.73 CHF | 17,000 | 17,000 | 16,840 | 16,840 | 28,842 CHF | 29,179 CHF | 99.54% | 99.54% |
10/07/2024 | 1.30% | 1.73 CHF | 1.75 CHF | 17,000 | 17,000 | 16,841 | 16,841 | 26,121 CHF | 26,458 CHF | 99.90% | 99.90% |
09/07/2024 | 1.39% | 1.41 CHF | 1.43 CHF | 17,000 | 17,000 | 16,840 | 16,840 | 24,319 CHF | 24,656 CHF | 99.93% | 99.93% |
08/07/2024 | 1.34% | 1.47 CHF | 1.49 CHF | 17,000 | 17,000 | 16,841 | 16,841 | 25,157 CHF | 25,494 CHF | 100.00% | 100.00% |
05/07/2024 | 1.40% | 1.43 CHF | 1.45 CHF | 17,000 | 17,000 | 16,840 | 16,840 | 24,144 CHF | 24,481 CHF | 99.84% | 99.84% |
04/07/2024 | 1.49% | 1.31 CHF | 1.33 CHF | 16,000 | 16,000 | 16,465 | 16,465 | 22,257 CHF | 22,587 CHF | 100.00% | 100.00% |
03/07/2024 | 1.49% | 1.36 CHF | 1.38 CHF | 17,000 | 17,000 | 16,397 | 16,397 | 22,040 CHF | 22,368 CHF | 99.86% | 99.86% |
02/07/2024 | 1.48% | 1.43 CHF | 1.45 CHF | 17,000 | 17,000 | 16,144 | 16,144 | 21,941 CHF | 22,264 CHF | 99.91% | 99.91% |