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 | 0.67% | 1.51 CHF | 1.52 CHF | 33,000 | 33,000 | 33,000 | 33,000 | 49,402 CHF | 49,732 CHF | 100.00% | 100.00% |
12/07/2024 | 0.67% | 1.46 CHF | 1.47 CHF | 33,000 | 33,000 | 33,000 | 33,000 | 49,075 CHF | 49,405 CHF | 100.00% | 100.00% |
11/07/2024 | 0.65% | 1.48 CHF | 1.49 CHF | 33,000 | 33,000 | 33,609 | 33,609 | 51,258 CHF | 51,594 CHF | 99.82% | 99.82% |
10/07/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 34,000 | 34,000 | 34,000 | 34,000 | 52,760 CHF | 53,100 CHF | 100.00% | 100.00% |
09/07/2024 | 0.63% | 1.61 CHF | 1.62 CHF | 34,000 | 34,000 | 34,015 | 34,015 | 53,683 CHF | 54,023 CHF | 99.77% | 99.77% |
08/07/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 33,000 | 33,000 | 33,000 | 33,000 | 48,853 CHF | 49,183 CHF | 100.00% | 100.00% |
05/07/2024 | 0.71% | 1.44 CHF | 1.45 CHF | 33,000 | 33,000 | 32,088 | 32,088 | 45,094 CHF | 45,415 CHF | 99.81% | 99.81% |
04/07/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 32,000 | 32,000 | 32,063 | 32,063 | 45,402 CHF | 45,722 CHF | 100.00% | 100.00% |
03/07/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 32,000 | 32,000 | 32,299 | 32,299 | 46,208 CHF | 46,531 CHF | 100.00% | 100.00% |
02/07/2024 | 0.66% | 1.48 CHF | 1.49 CHF | 33,000 | 33,000 | 33,112 | 33,112 | 49,882 CHF | 50,213 CHF | 100.00% | 100.00% |