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 | 2.98% | 0.86 CHF | 0.87 CHF | 88,000 | 88,000 | 39,571 | 39,571 | 33,819 CHF | 34,623 CHF | 100.00% | 100.00% |
12/07/2024 | 3.11% | 0.86 CHF | 0.87 CHF | 88,000 | 88,000 | 39,582 | 39,582 | 33,029 CHF | 33,833 CHF | 100.00% | 100.00% |
11/07/2024 | 3.28% | 0.80 CHF | 0.81 CHF | 89,000 | 89,000 | 40,224 | 40,224 | 31,525 CHF | 32,344 CHF | 99.81% | 99.81% |
10/07/2024 | 3.26% | 0.76 CHF | 0.77 CHF | 89,000 | 89,000 | 40,311 | 40,311 | 30,981 CHF | 31,803 CHF | 100.00% | 100.00% |
09/07/2024 | 3.18% | 0.79 CHF | 0.80 CHF | 89,000 | 89,000 | 39,759 | 39,759 | 31,668 CHF | 32,474 CHF | 99.77% | 99.77% |
08/07/2024 | 2.95% | 0.81 CHF | 0.82 CHF | 88,000 | 88,000 | 39,357 | 39,357 | 33,213 CHF | 34,011 CHF | 100.00% | 100.00% |
05/07/2024 | 3.04% | 0.82 CHF | 0.83 CHF | 88,000 | 88,000 | 39,448 | 39,448 | 32,736 CHF | 33,540 CHF | 99.71% | 99.71% |
04/07/2024 | 3.48% | 0.85 CHF | 0.88 CHF | 35,000 | 35,000 | 28,537 | 28,537 | 24,120 CHF | 24,976 CHF | 100.00% | 100.00% |
03/07/2024 | 3.06% | 0.86 CHF | 0.87 CHF | 87,000 | 87,000 | 39,440 | 39,440 | 33,212 CHF | 34,014 CHF | 99.99% | 99.99% |
02/07/2024 | 3.06% | 0.83 CHF | 0.84 CHF | 88,000 | 88,000 | 39,302 | 39,302 | 32,646 CHF | 33,442 CHF | 100.00% | 100.00% |