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 | 1.35% | 0.72 CHF | 0.73 CHF | 33,000 | 33,000 | 33,000 | 33,000 | 24,253 CHF | 24,583 CHF | 100.00% | 100.00% |
12/07/2024 | 1.33% | 0.77 CHF | 0.78 CHF | 33,000 | 33,000 | 33,000 | 33,000 | 24,661 CHF | 24,991 CHF | 100.00% | 100.00% |
11/07/2024 | 1.41% | 0.75 CHF | 0.76 CHF | 33,000 | 33,000 | 33,608 | 33,608 | 23,783 CHF | 24,119 CHF | 99.82% | 99.82% |
10/07/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 34,000 | 34,000 | 34,000 | 34,000 | 23,137 CHF | 23,477 CHF | 100.00% | 100.00% |
09/07/2024 | 1.52% | 0.62 CHF | 0.63 CHF | 34,000 | 34,000 | 34,015 | 34,015 | 22,274 CHF | 22,614 CHF | 99.76% | 99.76% |
08/07/2024 | 1.32% | 0.74 CHF | 0.75 CHF | 33,000 | 33,000 | 33,000 | 33,000 | 24,927 CHF | 25,257 CHF | 100.00% | 100.00% |
05/07/2024 | 1.19% | 0.80 CHF | 0.81 CHF | 33,000 | 33,000 | 32,088 | 32,088 | 26,779 CHF | 27,100 CHF | 99.81% | 99.81% |
04/07/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 32,000 | 32,000 | 32,063 | 32,063 | 26,400 CHF | 26,721 CHF | 100.00% | 100.00% |
03/07/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 32,000 | 32,000 | 32,299 | 32,299 | 26,186 CHF | 26,509 CHF | 100.00% | 100.00% |
02/07/2024 | 1.36% | 0.76 CHF | 0.77 CHF | 33,000 | 33,000 | 33,112 | 33,112 | 24,263 CHF | 24,594 CHF | 100.00% | 100.00% |