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 | 1.70% | 1.79 CHF | 1.82 CHF | 73,800 | 73,800 | 73,279 | 73,279 | 128,147 CHF | 130,345 CHF | 100.00% | 100.00% |
12/07/2024 | 1.44% | 1.77 CHF | 1.79 CHF | 74,900 | 74,900 | 75,082 | 75,082 | 130,840 CHF | 132,727 CHF | 100.00% | 100.00% |
11/07/2024 | 1.67% | 1.71 CHF | 1.74 CHF | 67,300 | 67,300 | 67,813 | 67,813 | 120,967 CHF | 123,001 CHF | 99.99% | 99.99% |
10/07/2024 | 1.54% | 1.88 CHF | 1.91 CHF | 65,100 | 65,100 | 65,498 | 65,498 | 126,604 CHF | 128,569 CHF | 100.00% | 100.00% |
09/07/2024 | 1.61% | 1.95 CHF | 1.98 CHF | 64,400 | 64,400 | 63,488 | 63,488 | 117,537 CHF | 119,444 CHF | 99.73% | 99.73% |
08/07/2024 | 1.51% | 2.00 CHF | 2.03 CHF | 64,200 | 64,200 | 64,239 | 64,239 | 127,033 CHF | 128,960 CHF | 99.27% | 99.27% |
05/07/2024 | 1.50% | 1.98 CHF | 2.01 CHF | 62,000 | 62,000 | 62,140 | 62,140 | 123,052 CHF | 124,916 CHF | 100.00% | 100.00% |
04/07/2024 | 1.47% | 2.00 CHF | 2.03 CHF | 61,500 | 61,500 | 61,349 | 61,349 | 124,185 CHF | 126,025 CHF | 99.61% | 99.61% |
03/07/2024 | 1.45% | 2.07 CHF | 2.10 CHF | 55,100 | 55,100 | 55,164 | 55,164 | 113,495 CHF | 115,150 CHF | 100.00% | 100.00% |
02/07/2024 | 1.25% | 2.31 CHF | 2.34 CHF | 57,800 | 57,800 | 58,219 | 58,219 | 138,772 CHF | 140,518 CHF | 100.00% | 100.00% |