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 | 1.45% | 0.68 CHF | 0.69 CHF | 73,000 | 73,000 | 69,863 | 69,863 | 47,847 CHF | 48,546 CHF | 100.00% | 100.00% |
12/07/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 71,000 | 71,000 | 69,152 | 69,152 | 50,512 CHF | 51,204 CHF | 100.00% | 100.00% |
11/07/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 71,000 | 71,000 | 69,117 | 69,117 | 50,192 CHF | 50,884 CHF | 100.00% | 100.00% |
10/07/2024 | 1.40% | 0.73 CHF | 0.74 CHF | 71,000 | 71,000 | 69,750 | 69,750 | 49,540 CHF | 50,238 CHF | 100.00% | 100.00% |
09/07/2024 | 1.37% | 0.70 CHF | 0.71 CHF | 73,000 | 73,000 | 69,645 | 69,645 | 50,376 CHF | 51,072 CHF | 100.00% | 100.00% |
08/07/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 71,000 | 71,000 | 69,154 | 69,154 | 50,596 CHF | 51,288 CHF | 100.00% | 100.00% |
05/07/2024 | 1.31% | 0.74 CHF | 0.75 CHF | 71,000 | 71,000 | 69,146 | 69,146 | 52,426 CHF | 53,117 CHF | 99.81% | 99.81% |
04/07/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 71,000 | 71,000 | 69,145 | 69,145 | 50,800 CHF | 51,492 CHF | 99.49% | 99.49% |
03/07/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 71,000 | 71,000 | 70,663 | 70,663 | 49,960 CHF | 50,667 CHF | 99.35% | 99.35% |
02/07/2024 | 1.62% | 0.65 CHF | 0.66 CHF | 73,000 | 73,000 | 72,964 | 72,964 | 44,801 CHF | 45,531 CHF | 100.00% | 100.00% |