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 | 2.05% | 1.39 CHF | 1.40 CHF | 94,400 | 94,400 | 37,327 | 37,327 | 52,254 CHF | 52,993 CHF | 99.97% | 99.97% |
12/07/2024 | 1.93% | 1.35 CHF | 1.36 CHF | 86,900 | 86,900 | 35,360 | 35,360 | 50,262 CHF | 50,970 CHF | 100.00% | 100.00% |
11/07/2024 | 2.04% | 1.40 CHF | 1.41 CHF | 98,300 | 98,300 | 38,468 | 38,468 | 53,560 CHF | 54,322 CHF | 100.00% | 100.00% |
10/07/2024 | 1.96% | 1.43 CHF | 1.44 CHF | 90,000 | 90,000 | 35,519 | 35,519 | 51,113 CHF | 51,821 CHF | 99.90% | 99.90% |
09/07/2024 | 2.00% | 1.49 CHF | 1.50 CHF | 93,000 | 93,000 | 36,806 | 36,806 | 53,112 CHF | 53,837 CHF | 99.41% | 99.41% |
08/07/2024 | 1.90% | 1.49 CHF | 1.50 CHF | 87,000 | 87,000 | 34,527 | 34,527 | 51,044 CHF | 51,730 CHF | 100.00% | 100.00% |
05/07/2024 | 1.89% | 1.55 CHF | 1.56 CHF | 87,500 | 87,500 | 34,612 | 34,612 | 52,829 CHF | 53,519 CHF | 99.71% | 99.71% |
04/07/2024 | 1.99% | 1.54 CHF | 1.56 CHF | 26,300 | 26,300 | 21,598 | 21,598 | 33,046 CHF | 33,665 CHF | 99.50% | 99.50% |
03/07/2024 | 1.86% | 1.55 CHF | 1.56 CHF | 86,400 | 86,400 | 34,348 | 34,348 | 53,062 CHF | 53,743 CHF | 99.64% | 99.64% |
02/07/2024 | 1.68% | 1.60 CHF | 1.61 CHF | 78,100 | 78,100 | 31,507 | 31,507 | 52,055 CHF | 52,687 CHF | 100.00% | 100.00% |