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 | 1.09% | 1.62 CHF | 1.63 CHF | 16,300 | 16,300 | 8,989 | 8,989 | 14,611 CHF | 14,756 CHF | 100.00% | 100.00% |
12/07/2024 | 1.34% | 1.52 CHF | 1.53 CHF | 18,600 | 18,600 | 10,343 | 10,343 | 14,226 CHF | 14,393 CHF | 99.94% | 99.94% |
11/07/2024 | 1.17% | 1.37 CHF | 1.38 CHF | 21,100 | 21,100 | 11,590 | 11,590 | 15,587 CHF | 15,750 CHF | 99.42% | 99.42% |
10/07/2024 | 1.29% | 1.28 CHF | 1.29 CHF | 25,900 | 25,900 | 14,036 | 14,036 | 17,191 CHF | 17,387 CHF | 99.19% | 99.19% |
09/07/2024 | 1.40% | 1.07 CHF | 1.08 CHF | 26,500 | 26,500 | 14,639 | 14,639 | 16,004 CHF | 16,207 CHF | 99.66% | 99.66% |
08/07/2024 | 1.45% | 1.03 CHF | 1.04 CHF | 25,800 | 25,800 | 14,188 | 14,188 | 15,114 CHF | 15,311 CHF | 100.00% | 100.00% |
05/07/2024 | 1.31% | 1.26 CHF | 1.27 CHF | 27,100 | 27,100 | 15,034 | 15,034 | 17,815 CHF | 18,022 CHF | 97.26% | 97.26% |
04/07/2024 | 1.42% | 1.11 CHF | 1.12 CHF | 13,600 | 13,600 | 12,149 | 12,149 | 13,124 CHF | 13,304 CHF | 98.94% | 98.94% |
03/07/2024 | 1.13% | 1.06 CHF | 1.07 CHF | 34,600 | 34,600 | 18,750 | 18,750 | 17,370 CHF | 17,558 CHF | 98.22% | 98.22% |
02/07/2024 | 1.29% | 0.75 CHF | 0.76 CHF | 35,400 | 35,400 | 19,433 | 19,433 | 15,227 CHF | 15,421 CHF | 100.00% | 100.00% |