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 | 0.92% | 2.01 CHF | 2.02 CHF | 69,000 | 69,000 | 28,132 | 28,132 | 55,218 CHF | 55,629 CHF | 98.29% | 98.29% |
12/07/2024 | 0.79% | 1.95 CHF | 1.96 CHF | 70,000 | 70,000 | 31,600 | 31,600 | 61,468 CHF | 61,880 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 1.95 CHF | 1.96 CHF | 70,000 | 70,000 | 31,565 | 31,565 | 61,004 CHF | 61,416 CHF | 100.00% | 100.00% |
10/07/2024 | 0.82% | 1.89 CHF | 1.90 CHF | 70,000 | 70,000 | 31,838 | 31,838 | 59,889 CHF | 60,304 CHF | 100.00% | 100.00% |
09/07/2024 | 0.85% | 1.83 CHF | 1.84 CHF | 72,000 | 72,000 | 32,256 | 32,256 | 58,293 CHF | 58,712 CHF | 100.00% | 100.00% |
08/07/2024 | 0.85% | 1.87 CHF | 1.88 CHF | 71,000 | 71,000 | 32,062 | 32,062 | 58,892 CHF | 59,309 CHF | 100.00% | 100.00% |
05/07/2024 | 0.84% | 1.78 CHF | 1.79 CHF | 72,000 | 72,000 | 32,136 | 32,136 | 58,513 CHF | 58,931 CHF | 99.62% | 99.62% |
04/07/2024 | 0.82% | 1.87 CHF | 1.88 CHF | 29,000 | 29,000 | 23,137 | 23,137 | 43,015 CHF | 43,342 CHF | 100.00% | 100.00% |
03/07/2024 | 0.84% | 1.84 CHF | 1.85 CHF | 71,000 | 71,000 | 32,039 | 32,039 | 58,851 CHF | 59,268 CHF | 100.00% | 100.00% |
02/07/2024 | 0.86% | 1.79 CHF | 1.80 CHF | 72,000 | 72,000 | 32,275 | 32,275 | 57,868 CHF | 58,287 CHF | 100.00% | 100.00% |