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 | 0.93% | 1.98 CHF | 1.99 CHF | 69,000 | 69,000 | 28,177 | 28,177 | 54,446 CHF | 54,857 CHF | 98.48% | 98.48% |
12/07/2024 | 0.81% | 1.92 CHF | 1.93 CHF | 70,000 | 70,000 | 31,601 | 31,601 | 60,502 CHF | 60,915 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 1.92 CHF | 1.93 CHF | 70,000 | 70,000 | 31,565 | 31,565 | 60,040 CHF | 60,452 CHF | 100.00% | 100.00% |
10/07/2024 | 0.84% | 1.86 CHF | 1.87 CHF | 70,000 | 70,000 | 31,853 | 31,853 | 58,952 CHF | 59,367 CHF | 100.00% | 100.00% |
09/07/2024 | 0.87% | 1.79 CHF | 1.80 CHF | 72,000 | 72,000 | 32,256 | 32,256 | 57,322 CHF | 57,741 CHF | 100.00% | 100.00% |
08/07/2024 | 0.87% | 1.84 CHF | 1.85 CHF | 71,000 | 71,000 | 32,061 | 32,061 | 57,921 CHF | 58,338 CHF | 100.00% | 100.00% |
05/07/2024 | 0.85% | 1.75 CHF | 1.76 CHF | 72,000 | 72,000 | 32,245 | 32,245 | 57,741 CHF | 58,159 CHF | 99.89% | 99.89% |
04/07/2024 | 0.84% | 1.84 CHF | 1.85 CHF | 29,000 | 29,000 | 23,137 | 23,137 | 42,301 CHF | 42,628 CHF | 100.00% | 100.00% |
03/07/2024 | 0.86% | 1.81 CHF | 1.82 CHF | 71,000 | 71,000 | 32,039 | 32,039 | 57,881 CHF | 58,297 CHF | 100.00% | 100.00% |
02/07/2024 | 0.88% | 1.76 CHF | 1.77 CHF | 72,000 | 72,000 | 32,275 | 32,275 | 56,892 CHF | 57,311 CHF | 100.00% | 100.00% |