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 | 1.30% | 2.19 CHF | 2.20 CHF | 78,800 | 78,800 | 25,304 | 25,304 | 54,948 CHF | 55,363 CHF | 98.87% | 98.87% |
12/07/2024 | 1.33% | 2.17 CHF | 2.18 CHF | 80,000 | 80,000 | 25,508 | 25,508 | 55,324 CHF | 55,746 CHF | 100.00% | 100.00% |
11/07/2024 | 1.17% | 2.38 CHF | 2.39 CHF | 68,800 | 68,800 | 21,596 | 21,596 | 52,666 CHF | 53,021 CHF | 99.97% | 99.97% |
10/07/2024 | 1.11% | 2.44 CHF | 2.45 CHF | 66,500 | 66,500 | 21,254 | 21,254 | 53,891 CHF | 54,243 CHF | 99.90% | 99.90% |
09/07/2024 | 1.11% | 2.72 CHF | 2.73 CHF | 65,500 | 65,500 | 21,176 | 21,176 | 56,185 CHF | 56,538 CHF | 99.98% | 99.98% |
08/07/2024 | 1.12% | 2.52 CHF | 2.53 CHF | 66,200 | 66,200 | 21,218 | 21,218 | 54,199 CHF | 54,550 CHF | 99.98% | 99.98% |
05/07/2024 | 1.10% | 2.58 CHF | 2.59 CHF | 65,900 | 65,900 | 20,963 | 20,963 | 53,810 CHF | 54,157 CHF | 99.70% | 99.70% |
04/07/2024 | 1.18% | 2.52 CHF | 2.54 CHF | 13,200 | 13,200 | 9,650 | 9,650 | 24,687 CHF | 24,950 CHF | 94.01% | 94.01% |
03/07/2024 | 1.05% | 2.63 CHF | 2.64 CHF | 62,300 | 62,300 | 20,007 | 20,007 | 53,677 CHF | 54,008 CHF | 99.52% | 99.52% |
02/07/2024 | 1.15% | 2.64 CHF | 2.65 CHF | 65,600 | 65,600 | 21,166 | 21,166 | 54,537 CHF | 54,887 CHF | 100.00% | 100.00% |