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 | 0.79% | 1.27 CHF | 1.28 CHF | 33,000 | 33,000 | 33,000 | 33,000 | 41,658 CHF | 41,988 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 33,000 | 33,000 | 33,000 | 33,000 | 41,299 CHF | 41,629 CHF | 100.00% | 100.00% |
11/07/2024 | 0.77% | 1.25 CHF | 1.26 CHF | 33,000 | 33,000 | 33,609 | 33,609 | 43,355 CHF | 43,691 CHF | 99.82% | 99.82% |
10/07/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 34,000 | 34,000 | 34,000 | 34,000 | 44,789 CHF | 45,129 CHF | 100.00% | 100.00% |
09/07/2024 | 0.74% | 1.37 CHF | 1.38 CHF | 34,000 | 34,000 | 34,015 | 34,015 | 45,684 CHF | 46,024 CHF | 99.73% | 99.73% |
08/07/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 33,000 | 33,000 | 33,000 | 33,000 | 41,116 CHF | 41,446 CHF | 100.00% | 100.00% |
05/07/2024 | 0.85% | 1.20 CHF | 1.21 CHF | 33,000 | 33,000 | 32,088 | 32,088 | 37,571 CHF | 37,892 CHF | 99.81% | 99.81% |
04/07/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 32,000 | 32,000 | 32,063 | 32,063 | 37,907 CHF | 38,227 CHF | 100.00% | 100.00% |
03/07/2024 | 0.83% | 1.18 CHF | 1.19 CHF | 32,000 | 32,000 | 32,299 | 32,299 | 38,639 CHF | 38,962 CHF | 100.00% | 100.00% |
02/07/2024 | 0.78% | 1.25 CHF | 1.26 CHF | 33,000 | 33,000 | 33,112 | 33,112 | 42,103 CHF | 42,434 CHF | 99.99% | 99.99% |