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 | 1.32% | 1.60 CHF | 1.61 CHF | 99,300 | 99,300 | 48,749 | 48,749 | 76,022 CHF | 76,877 CHF | 99.06% | 99.06% |
12/07/2024 | 1.50% | 1.55 CHF | 1.56 CHF | 107,800 | 107,800 | 54,801 | 54,801 | 78,443 CHF | 79,415 CHF | 100.00% | 100.00% |
11/07/2024 | 1.31% | 1.47 CHF | 1.48 CHF | 99,500 | 99,500 | 46,657 | 46,657 | 72,635 CHF | 73,455 CHF | 100.00% | 100.00% |
10/07/2024 | 1.31% | 1.59 CHF | 1.60 CHF | 96,800 | 96,800 | 47,322 | 47,322 | 74,423 CHF | 75,257 CHF | 100.00% | 100.00% |
09/07/2024 | 1.25% | 1.48 CHF | 1.49 CHF | 107,100 | 107,100 | 50,854 | 50,854 | 80,614 CHF | 81,499 CHF | 98.82% | 98.82% |
08/07/2024 | 1.18% | 1.41 CHF | 1.42 CHF | 125,600 | 125,600 | 61,145 | 61,145 | 83,222 CHF | 84,072 CHF | 100.00% | 100.00% |
05/07/2024 | 1.39% | 1.21 CHF | 1.22 CHF | 141,400 | 141,400 | 69,123 | 69,123 | 77,134 CHF | 78,088 CHF | 98.96% | 98.96% |
04/07/2024 | 1.38% | 1.10 CHF | 1.11 CHF | 49,500 | 49,500 | 49,500 | 49,500 | 54,488 CHF | 55,247 CHF | 99.44% | 99.44% |
03/07/2024 | 1.42% | 1.08 CHF | 1.09 CHF | 143,500 | 143,500 | 70,316 | 70,316 | 75,972 CHF | 76,945 CHF | 99.64% | 99.64% |
02/07/2024 | 1.48% | 1.04 CHF | 1.05 CHF | 153,600 | 153,600 | 74,547 | 74,547 | 77,682 CHF | 78,715 CHF | 99.99% | 99.99% |