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 | 0.90% | 2.59 CHF | 2.60 CHF | 92,000 | 92,000 | 29,698 | 29,698 | 76,366 CHF | 76,806 CHF | 98.81% | 98.81% |
12/07/2024 | 0.91% | 2.57 CHF | 2.58 CHF | 92,000 | 92,000 | 29,877 | 29,877 | 76,761 CHF | 77,212 CHF | 100.00% | 100.00% |
11/07/2024 | 0.85% | 2.71 CHF | 2.72 CHF | 90,000 | 90,000 | 28,386 | 28,386 | 78,005 CHF | 78,427 CHF | 99.98% | 99.98% |
10/07/2024 | 0.82% | 2.75 CHF | 2.76 CHF | 88,000 | 88,000 | 28,292 | 28,292 | 79,780 CHF | 80,202 CHF | 99.90% | 99.90% |
09/07/2024 | 0.82% | 2.95 CHF | 2.96 CHF | 86,000 | 86,000 | 27,905 | 27,905 | 80,872 CHF | 81,290 CHF | 99.98% | 99.98% |
08/07/2024 | 0.83% | 2.81 CHF | 2.82 CHF | 88,000 | 88,000 | 28,330 | 28,330 | 80,159 CHF | 80,581 CHF | 99.98% | 99.98% |
05/07/2024 | 0.82% | 2.85 CHF | 2.86 CHF | 88,000 | 88,000 | 28,177 | 28,177 | 80,015 CHF | 80,436 CHF | 99.70% | 99.70% |
04/07/2024 | 0.89% | 2.81 CHF | 2.83 CHF | 18,000 | 18,000 | 13,209 | 13,209 | 37,457 CHF | 37,769 CHF | 94.01% | 94.01% |
03/07/2024 | 0.79% | 2.88 CHF | 2.89 CHF | 88,000 | 88,000 | 27,957 | 27,957 | 81,638 CHF | 82,057 CHF | 99.52% | 99.52% |
02/07/2024 | 0.83% | 2.89 CHF | 2.90 CHF | 86,000 | 86,000 | 27,845 | 27,845 | 79,359 CHF | 79,775 CHF | 100.00% | 100.00% |