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 | 1.31% | 0.79 CHF | 0.80 CHF | 91,000 | 91,000 | 41,140 | 41,140 | 31,962 CHF | 32,374 CHF | 100.00% | 100.00% |
12/07/2024 | 1.44% | 0.74 CHF | 0.75 CHF | 93,000 | 93,000 | 42,270 | 42,270 | 30,073 CHF | 30,497 CHF | 100.00% | 100.00% |
11/07/2024 | 1.47% | 0.70 CHF | 0.71 CHF | 94,000 | 94,000 | 42,455 | 42,455 | 29,264 CHF | 29,689 CHF | 99.99% | 99.99% |
10/07/2024 | 1.53% | 0.66 CHF | 0.67 CHF | 95,000 | 95,000 | 42,689 | 42,689 | 28,019 CHF | 28,446 CHF | 99.90% | 99.90% |
09/07/2024 | 1.48% | 0.65 CHF | 0.66 CHF | 95,000 | 95,000 | 42,624 | 42,624 | 28,842 CHF | 29,269 CHF | 100.00% | 100.00% |
08/07/2024 | 1.53% | 0.67 CHF | 0.68 CHF | 95,000 | 95,000 | 42,502 | 42,502 | 28,380 CHF | 28,806 CHF | 100.00% | 100.00% |
05/07/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 96,000 | 96,000 | 42,813 | 42,813 | 27,478 CHF | 27,907 CHF | 99.90% | 99.90% |
04/07/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 38,000 | 38,000 | 30,560 | 30,560 | 19,873 CHF | 20,178 CHF | 100.00% | 100.00% |
03/07/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 95,000 | 95,000 | 42,597 | 42,597 | 29,005 CHF | 29,432 CHF | 100.00% | 100.00% |
02/07/2024 | 1.57% | 0.67 CHF | 0.68 CHF | 94,000 | 94,000 | 42,524 | 42,524 | 27,577 CHF | 28,003 CHF | 100.00% | 100.00% |