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 | 2.03% | 1.06 CHF | 1.08 CHF | 43,800 | 43,800 | 43,335 | 43,335 | 42,443 CHF | 43,310 CHF | 100.00% | 100.00% |
12/07/2024 | 2.01% | 0.92 CHF | 0.94 CHF | 38,400 | 38,400 | 38,614 | 38,614 | 38,121 CHF | 38,893 CHF | 100.00% | 100.00% |
11/07/2024 | 1.88% | 1.02 CHF | 1.04 CHF | 34,400 | 34,400 | 34,513 | 34,513 | 36,313 CHF | 37,003 CHF | 99.99% | 99.99% |
10/07/2024 | 1.64% | 1.14 CHF | 1.16 CHF | 33,300 | 33,300 | 33,424 | 33,424 | 40,464 CHF | 41,132 CHF | 100.00% | 100.00% |
09/07/2024 | 1.73% | 1.22 CHF | 1.24 CHF | 34,700 | 34,700 | 34,292 | 34,292 | 39,324 CHF | 40,010 CHF | 100.00% | 100.00% |
08/07/2024 | 1.73% | 1.16 CHF | 1.18 CHF | 35,200 | 35,200 | 35,101 | 35,101 | 40,268 CHF | 40,971 CHF | 99.99% | 99.99% |
05/07/2024 | 1.82% | 1.16 CHF | 1.18 CHF | 36,800 | 36,800 | 36,488 | 36,488 | 39,849 CHF | 40,578 CHF | 100.00% | 100.00% |
04/07/2024 | 1.70% | 1.08 CHF | 1.10 CHF | 30,600 | 30,600 | 30,754 | 30,754 | 35,954 CHF | 36,570 CHF | 100.00% | 100.00% |
03/07/2024 | 1.61% | 1.27 CHF | 1.29 CHF | 30,500 | 30,500 | 30,383 | 30,383 | 37,392 CHF | 37,999 CHF | 99.99% | 99.99% |
02/07/2024 | 1.40% | 1.35 CHF | 1.37 CHF | 30,600 | 30,600 | 30,783 | 30,783 | 43,602 CHF | 44,218 CHF | 100.00% | 100.00% |