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 | 1.01% | 33.61 CHF | 33.95 CHF | 10,000 | 9,259 | 10,000 | 9,280 | 333,894 CHF | 312,992 CHF | 100.00% | 100.00% |
12/07/2024 | 0.99% | 33.19 CHF | 33.52 CHF | 9,950 | 9,835 | 9,963 | 9,835 | 329,800 CHF | 328,813 CHF | 100.00% | 100.00% |
11/07/2024 | 1.00% | 32.97 CHF | 33.30 CHF | 10,000 | 9,020 | 10,000 | 9,402 | 328,906 CHF | 312,330 CHF | 100.00% | 100.00% |
10/07/2024 | 1.00% | 32.83 CHF | 33.16 CHF | 10,000 | 9,764 | 10,000 | 9,788 | 328,087 CHF | 324,349 CHF | 100.00% | 100.00% |
09/07/2024 | 1.00% | 32.64 CHF | 32.97 CHF | 9,697 | 9,738 | 9,789 | 9,777 | 319,846 CHF | 322,678 CHF | 100.00% | 100.00% |
08/07/2024 | 1.01% | 32.61 CHF | 32.94 CHF | 10,000 | 9,880 | 10,000 | 9,960 | 325,276 CHF | 327,234 CHF | 99.95% | 99.95% |
05/07/2024 | 1.01% | 32.44 CHF | 32.77 CHF | 10,000 | 10,000 | 10,000 | 10,000 | 325,662 CHF | 328,962 CHF | 100.00% | 100.00% |
04/07/2024 | 1.01% | 32.63 CHF | 32.96 CHF | 10,000 | 9,819 | 10,000 | 9,935 | 326,222 CHF | 327,391 CHF | 100.00% | 100.00% |
03/07/2024 | 1.00% | 32.62 CHF | 32.95 CHF | 10,000 | 9,599 | 10,000 | 9,666 | 327,358 CHF | 319,614 CHF | 99.93% | 99.93% |
02/07/2024 | 1.01% | 32.56 CHF | 32.89 CHF | 10,000 | 9,313 | 10,000 | 9,392 | 325,192 CHF | 308,514 CHF | 100.00% | 100.00% |