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 | 2.78% | 0.36 CHF | 0.37 CHF | 60,000 | 60,000 | 33,073 | 33,073 | 12,075 CHF | 12,406 CHF | 100.00% | 100.00% |
12/07/2024 | 2.24% | 0.40 CHF | 0.41 CHF | 60,000 | 60,000 | 33,290 | 33,290 | 14,821 CHF | 15,155 CHF | 99.94% | 99.94% |
11/07/2024 | 2.22% | 0.45 CHF | 0.46 CHF | 60,000 | 60,000 | 32,814 | 32,814 | 15,189 CHF | 15,521 CHF | 99.43% | 99.43% |
10/07/2024 | 1.94% | 0.50 CHF | 0.51 CHF | 65,000 | 65,000 | 35,426 | 35,426 | 18,262 CHF | 18,617 CHF | 99.84% | 99.84% |
09/07/2024 | 1.79% | 0.57 CHF | 0.58 CHF | 65,000 | 65,000 | 35,983 | 35,983 | 20,373 CHF | 20,733 CHF | 99.66% | 99.66% |
08/07/2024 | 1.77% | 0.59 CHF | 0.60 CHF | 65,000 | 65,000 | 35,885 | 35,885 | 20,602 CHF | 20,963 CHF | 100.00% | 100.00% |
05/07/2024 | 1.88% | 0.51 CHF | 0.52 CHF | 65,000 | 65,000 | 35,851 | 35,851 | 19,238 CHF | 19,598 CHF | 99.53% | 99.53% |
04/07/2024 | 1.72% | 0.56 CHF | 0.57 CHF | 33,000 | 33,000 | 29,240 | 29,240 | 16,846 CHF | 17,139 CHF | 98.93% | 98.93% |
03/07/2024 | 1.54% | 0.58 CHF | 0.59 CHF | 65,000 | 65,000 | 35,270 | 35,270 | 22,749 CHF | 23,102 CHF | 98.22% | 98.22% |
02/07/2024 | 1.42% | 0.73 CHF | 0.74 CHF | 65,000 | 65,000 | 35,756 | 35,756 | 25,594 CHF | 25,953 CHF | 100.00% | 100.00% |