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 | 0.76% | 1.32 CHF | 1.33 CHF | 33,000 | 33,000 | 33,000 | 33,000 | 43,243 CHF | 43,573 CHF | 100.00% | 100.00% |
12/07/2024 | 0.77% | 1.27 CHF | 1.28 CHF | 33,000 | 33,000 | 33,000 | 33,000 | 42,865 CHF | 43,195 CHF | 100.00% | 100.00% |
11/07/2024 | 0.75% | 1.30 CHF | 1.31 CHF | 33,000 | 33,000 | 33,609 | 33,609 | 44,982 CHF | 45,318 CHF | 99.82% | 99.82% |
10/07/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 34,000 | 34,000 | 34,000 | 34,000 | 46,412 CHF | 46,752 CHF | 100.00% | 100.00% |
09/07/2024 | 0.72% | 1.42 CHF | 1.43 CHF | 34,000 | 34,000 | 34,015 | 34,015 | 47,324 CHF | 47,664 CHF | 99.77% | 99.77% |
08/07/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 33,000 | 33,000 | 33,000 | 33,000 | 42,694 CHF | 43,024 CHF | 99.99% | 99.99% |
05/07/2024 | 0.82% | 1.25 CHF | 1.26 CHF | 33,000 | 33,000 | 32,088 | 32,088 | 39,081 CHF | 39,402 CHF | 99.80% | 99.80% |
04/07/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 32,000 | 32,000 | 32,063 | 32,063 | 39,396 CHF | 39,717 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 32,000 | 32,000 | 32,299 | 32,299 | 40,168 CHF | 40,491 CHF | 100.00% | 100.00% |
02/07/2024 | 0.76% | 1.29 CHF | 1.30 CHF | 33,000 | 33,000 | 33,112 | 33,112 | 43,691 CHF | 44,022 CHF | 100.00% | 100.00% |