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 | 2.32% | 0.62 CHF | 0.63 CHF | 101,400 | 101,400 | 44,422 | 44,422 | 28,907 CHF | 29,484 CHF | 100.00% | 100.00% |
12/07/2024 | 1.65% | 0.83 CHF | 0.84 CHF | 91,000 | 91,000 | 39,526 | 39,526 | 36,271 CHF | 36,785 CHF | 99.99% | 99.99% |
11/07/2024 | 1.80% | 0.90 CHF | 0.91 CHF | 95,500 | 95,500 | 42,725 | 42,725 | 37,438 CHF | 37,992 CHF | 99.99% | 99.99% |
10/07/2024 | 1.96% | 0.77 CHF | 0.78 CHF | 106,000 | 106,000 | 46,446 | 46,446 | 37,022 CHF | 37,620 CHF | 100.00% | 100.00% |
09/07/2024 | 1.86% | 0.63 CHF | 0.64 CHF | 138,500 | 138,500 | 65,005 | 65,005 | 35,697 CHF | 36,349 CHF | 100.00% | 100.00% |
08/07/2024 | 1.89% | 0.51 CHF | 0.52 CHF | 140,800 | 140,800 | 63,029 | 63,029 | 33,499 CHF | 34,131 CHF | 100.00% | 100.00% |
05/07/2024 | 1.85% | 0.54 CHF | 0.55 CHF | 135,500 | 135,500 | 60,609 | 60,609 | 32,816 CHF | 33,423 CHF | 100.00% | 100.00% |
04/07/2024 | 1.74% | 0.58 CHF | 0.59 CHF | 52,800 | 52,800 | 42,275 | 42,275 | 24,173 CHF | 24,595 CHF | 100.00% | 100.00% |
03/07/2024 | 1.86% | 0.57 CHF | 0.58 CHF | 145,900 | 145,900 | 66,532 | 66,530 | 36,786 CHF | 37,453 CHF | 99.80% | 99.80% |
02/07/2024 | 2.08% | 0.49 CHF | 0.50 CHF | 157,200 | 157,200 | 70,364 | 70,364 | 34,029 CHF | 34,734 CHF | 100.00% | 100.00% |