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 | 1.25% | 0.79 CHF | 0.80 CHF | 73,000 | 73,000 | 69,863 | 69,863 | 55,478 CHF | 56,176 CHF | 100.00% | 100.00% |
12/07/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 71,000 | 71,000 | 69,152 | 69,152 | 58,034 CHF | 58,725 CHF | 100.00% | 100.00% |
11/07/2024 | 1.19% | 0.82 CHF | 0.83 CHF | 71,000 | 71,000 | 69,118 | 69,118 | 57,686 CHF | 58,378 CHF | 100.00% | 100.00% |
10/07/2024 | 1.21% | 0.84 CHF | 0.85 CHF | 71,000 | 71,000 | 69,750 | 69,750 | 57,086 CHF | 57,784 CHF | 100.00% | 100.00% |
09/07/2024 | 1.19% | 0.81 CHF | 0.82 CHF | 73,000 | 73,000 | 69,645 | 69,645 | 57,920 CHF | 58,616 CHF | 100.00% | 100.00% |
08/07/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 71,000 | 71,000 | 69,154 | 69,154 | 58,012 CHF | 58,703 CHF | 100.00% | 100.00% |
05/07/2024 | 1.15% | 0.85 CHF | 0.86 CHF | 71,000 | 71,000 | 69,146 | 69,146 | 59,851 CHF | 60,543 CHF | 99.81% | 99.81% |
04/07/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 71,000 | 71,000 | 69,145 | 69,145 | 58,211 CHF | 58,903 CHF | 99.49% | 99.49% |
03/07/2024 | 1.22% | 0.83 CHF | 0.84 CHF | 71,000 | 71,000 | 70,663 | 70,663 | 57,560 CHF | 58,267 CHF | 99.35% | 99.35% |
02/07/2024 | 1.38% | 0.75 CHF | 0.76 CHF | 73,000 | 73,000 | 72,965 | 72,965 | 52,623 CHF | 53,352 CHF | 100.00% | 100.00% |