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 | 0.82% | 1.22 CHF | 1.23 CHF | 38,000 | 38,000 | 38,080 | 38,080 | 46,195 CHF | 46,576 CHF | 100.00% | 100.00% |
12/07/2024 | 0.83% | 1.22 CHF | 1.23 CHF | 38,000 | 38,000 | 38,222 | 38,222 | 45,977 CHF | 46,359 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 1.26 CHF | 1.27 CHF | 38,000 | 38,000 | 38,011 | 38,011 | 46,721 CHF | 47,101 CHF | 99.99% | 99.99% |
10/07/2024 | 0.91% | 1.12 CHF | 1.13 CHF | 39,000 | 39,000 | 39,178 | 39,178 | 42,867 CHF | 43,258 CHF | 100.00% | 100.00% |
09/07/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 39,000 | 39,000 | 38,999 | 38,999 | 43,010 CHF | 43,400 CHF | 100.00% | 100.00% |
08/07/2024 | 0.85% | 1.13 CHF | 1.14 CHF | 39,000 | 39,000 | 38,849 | 38,849 | 45,419 CHF | 45,807 CHF | 100.00% | 100.00% |
05/07/2024 | 0.81% | 1.21 CHF | 1.22 CHF | 38,000 | 38,000 | 38,077 | 38,077 | 46,914 CHF | 47,295 CHF | 100.00% | 100.00% |
04/07/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 38,000 | 38,000 | 38,000 | 38,000 | 46,424 CHF | 46,804 CHF | 100.00% | 100.00% |
03/07/2024 | 0.83% | 1.22 CHF | 1.23 CHF | 38,000 | 38,000 | 38,271 | 38,271 | 45,830 CHF | 46,212 CHF | 100.00% | 100.00% |
02/07/2024 | 0.93% | 1.11 CHF | 1.12 CHF | 39,000 | 39,000 | 39,512 | 39,512 | 42,363 CHF | 42,758 CHF | 99.99% | 99.99% |