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 | 1.19% | 0.83 CHF | 0.84 CHF | 73,000 | 73,000 | 69,862 | 69,862 | 58,313 CHF | 59,012 CHF | 100.00% | 100.00% |
12/07/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 71,000 | 71,000 | 69,152 | 69,152 | 60,769 CHF | 61,460 CHF | 100.00% | 100.00% |
11/07/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 71,000 | 71,000 | 69,124 | 69,124 | 60,474 CHF | 61,165 CHF | 100.00% | 100.00% |
10/07/2024 | 1.16% | 0.88 CHF | 0.89 CHF | 71,000 | 71,000 | 69,750 | 69,750 | 59,902 CHF | 60,599 CHF | 100.00% | 100.00% |
09/07/2024 | 1.14% | 0.85 CHF | 0.86 CHF | 73,000 | 73,000 | 69,645 | 69,645 | 60,720 CHF | 61,416 CHF | 100.00% | 100.00% |
08/07/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 71,000 | 71,000 | 69,154 | 69,154 | 60,755 CHF | 61,446 CHF | 100.00% | 100.00% |
05/07/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 71,000 | 71,000 | 69,146 | 69,146 | 62,602 CHF | 63,294 CHF | 99.81% | 99.81% |
04/07/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 71,000 | 71,000 | 69,145 | 69,145 | 60,981 CHF | 61,672 CHF | 99.49% | 99.49% |
03/07/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 71,000 | 71,000 | 70,663 | 70,663 | 60,373 CHF | 61,080 CHF | 99.35% | 99.35% |
02/07/2024 | 1.30% | 0.79 CHF | 0.80 CHF | 73,000 | 73,000 | 72,965 | 72,965 | 55,613 CHF | 56,342 CHF | 100.00% | 100.00% |