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 | 1.65% | 1.17 CHF | 1.18 CHF | 37,000 | 37,000 | 17,282 | 17,282 | 18,955 CHF | 19,217 CHF | 99.99% | 99.99% |
12/07/2024 | 1.91% | 1.02 CHF | 1.03 CHF | 42,400 | 42,400 | 19,504 | 19,504 | 18,837 CHF | 19,134 CHF | 100.00% | 100.00% |
11/07/2024 | 1.91% | 0.90 CHF | 0.91 CHF | 48,400 | 48,400 | 22,122 | 22,122 | 18,563 CHF | 18,852 CHF | 99.90% | 99.90% |
10/07/2024 | 1.93% | 0.73 CHF | 0.74 CHF | 49,900 | 49,900 | 22,389 | 22,389 | 17,306 CHF | 17,596 CHF | 100.00% | 100.00% |
09/07/2024 | 1.92% | 0.77 CHF | 0.78 CHF | 50,500 | 50,500 | 22,649 | 22,649 | 17,998 CHF | 18,292 CHF | 100.00% | 100.00% |
08/07/2024 | 1.79% | 0.79 CHF | 0.80 CHF | 46,800 | 46,800 | 20,529 | 20,529 | 17,280 CHF | 17,546 CHF | 100.00% | 100.00% |
05/07/2024 | 1.92% | 0.81 CHF | 0.82 CHF | 49,600 | 49,600 | 22,183 | 22,183 | 17,763 CHF | 18,051 CHF | 99.90% | 99.90% |
04/07/2024 | 1.93% | 0.78 CHF | 0.79 CHF | 19,900 | 19,900 | 15,909 | 15,909 | 12,502 CHF | 12,727 CHF | 100.00% | 100.00% |
03/07/2024 | 1.88% | 0.83 CHF | 0.84 CHF | 49,300 | 49,300 | 22,099 | 22,099 | 18,082 CHF | 18,369 CHF | 100.00% | 100.00% |
02/07/2024 | 2.02% | 0.79 CHF | 0.80 CHF | 50,900 | 50,900 | 22,822 | 22,822 | 17,760 CHF | 18,056 CHF | 99.88% | 99.88% |