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 | 0.99% | 1.87 CHF | 1.88 CHF | 69,000 | 69,000 | 28,172 | 28,172 | 51,331 CHF | 51,742 CHF | 98.47% | 98.47% |
12/07/2024 | 0.86% | 1.81 CHF | 1.82 CHF | 70,000 | 70,000 | 31,600 | 31,600 | 57,011 CHF | 57,423 CHF | 100.00% | 100.00% |
11/07/2024 | 0.86% | 1.81 CHF | 1.82 CHF | 70,000 | 70,000 | 31,565 | 31,565 | 56,567 CHF | 56,979 CHF | 100.00% | 100.00% |
10/07/2024 | 0.89% | 1.75 CHF | 1.76 CHF | 70,000 | 70,000 | 31,838 | 31,838 | 55,405 CHF | 55,820 CHF | 100.00% | 100.00% |
09/07/2024 | 0.92% | 1.68 CHF | 1.69 CHF | 72,000 | 72,000 | 32,256 | 32,256 | 53,768 CHF | 54,187 CHF | 100.00% | 100.00% |
08/07/2024 | 0.92% | 1.73 CHF | 1.74 CHF | 71,000 | 71,000 | 32,062 | 32,062 | 54,393 CHF | 54,810 CHF | 100.00% | 100.00% |
05/07/2024 | 0.91% | 1.64 CHF | 1.65 CHF | 72,000 | 72,000 | 32,244 | 32,244 | 54,176 CHF | 54,595 CHF | 99.89% | 99.89% |
04/07/2024 | 0.89% | 1.73 CHF | 1.74 CHF | 29,000 | 29,000 | 23,137 | 23,137 | 39,736 CHF | 40,064 CHF | 100.00% | 100.00% |
03/07/2024 | 0.91% | 1.70 CHF | 1.71 CHF | 71,000 | 71,000 | 32,039 | 32,039 | 54,341 CHF | 54,757 CHF | 100.00% | 100.00% |
02/07/2024 | 0.94% | 1.65 CHF | 1.66 CHF | 72,000 | 72,000 | 32,274 | 32,274 | 53,303 CHF | 53,722 CHF | 100.00% | 100.00% |