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 | 1.27% | 1.86 CHF | 1.87 CHF | 120,000 | 120,000 | 54,047 | 54,047 | 99,586 CHF | 100,562 CHF | 100.00% | 100.00% |
12/07/2024 | 0.96% | 1.84 CHF | 1.85 CHF | 120,000 | 120,000 | 54,680 | 54,680 | 102,433 CHF | 103,262 CHF | 100.00% | 100.00% |
11/07/2024 | 0.93% | 1.91 CHF | 1.92 CHF | 122,000 | 122,000 | 55,193 | 55,193 | 105,965 CHF | 106,802 CHF | 99.82% | 99.82% |
10/07/2024 | 0.94% | 1.93 CHF | 1.94 CHF | 122,000 | 122,000 | 54,888 | 54,888 | 105,184 CHF | 106,017 CHF | 99.99% | 99.99% |
09/07/2024 | 1.26% | 1.88 CHF | 1.89 CHF | 120,000 | 120,000 | 53,768 | 53,768 | 99,419 CHF | 100,391 CHF | 99.73% | 99.73% |
08/07/2024 | 1.32% | 1.80 CHF | 1.81 CHF | 118,000 | 118,000 | 53,244 | 53,244 | 94,471 CHF | 95,439 CHF | 100.00% | 100.00% |
05/07/2024 | 1.32% | 1.79 CHF | 1.80 CHF | 118,000 | 118,000 | 52,333 | 52,333 | 92,788 CHF | 93,734 CHF | 99.80% | 99.80% |
04/07/2024 | 1.43% | 1.76 CHF | 1.78 CHF | 47,000 | 47,000 | 37,435 | 37,435 | 65,891 CHF | 66,794 CHF | 99.98% | 99.98% |
03/07/2024 | 1.33% | 1.77 CHF | 1.78 CHF | 116,000 | 116,000 | 52,040 | 52,040 | 91,047 CHF | 91,990 CHF | 99.98% | 99.98% |
02/07/2024 | 1.34% | 1.76 CHF | 1.77 CHF | 116,000 | 116,000 | 51,752 | 51,752 | 90,348 CHF | 91,286 CHF | 100.00% | 100.00% |