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 | 1.11% | 0.93 CHF | 0.94 CHF | 91,000 | 91,000 | 41,139 | 41,139 | 37,590 CHF | 38,002 CHF | 100.00% | 100.00% |
12/07/2024 | 1.20% | 0.88 CHF | 0.89 CHF | 93,000 | 93,000 | 42,270 | 42,270 | 35,896 CHF | 36,319 CHF | 100.00% | 100.00% |
11/07/2024 | 1.23% | 0.84 CHF | 0.85 CHF | 94,000 | 94,000 | 42,459 | 42,459 | 35,059 CHF | 35,485 CHF | 100.00% | 100.00% |
10/07/2024 | 1.27% | 0.80 CHF | 0.81 CHF | 95,000 | 95,000 | 42,684 | 42,684 | 33,836 CHF | 34,264 CHF | 99.89% | 99.89% |
09/07/2024 | 1.23% | 0.79 CHF | 0.80 CHF | 95,000 | 95,000 | 42,624 | 42,624 | 34,733 CHF | 35,160 CHF | 100.00% | 100.00% |
08/07/2024 | 1.27% | 0.81 CHF | 0.82 CHF | 95,000 | 95,000 | 42,502 | 42,502 | 34,266 CHF | 34,692 CHF | 100.00% | 100.00% |
05/07/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 96,000 | 96,000 | 42,814 | 42,814 | 33,411 CHF | 33,840 CHF | 99.90% | 99.90% |
04/07/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 38,000 | 38,000 | 30,560 | 30,560 | 24,148 CHF | 24,454 CHF | 100.00% | 100.00% |
03/07/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 95,000 | 95,000 | 42,596 | 42,596 | 34,907 CHF | 35,334 CHF | 100.00% | 100.00% |
02/07/2024 | 1.30% | 0.81 CHF | 0.82 CHF | 94,000 | 94,000 | 42,523 | 42,523 | 33,473 CHF | 33,899 CHF | 100.00% | 100.00% |