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 | 1.17% | 1.59 CHF | 1.60 CHF | 69,000 | 69,000 | 28,163 | 28,163 | 43,404 CHF | 43,815 CHF | 98.24% | 98.24% |
12/07/2024 | 1.01% | 1.53 CHF | 1.54 CHF | 70,000 | 70,000 | 31,600 | 31,600 | 48,128 CHF | 48,540 CHF | 100.00% | 100.00% |
11/07/2024 | 1.02% | 1.53 CHF | 1.54 CHF | 70,000 | 70,000 | 31,562 | 31,562 | 47,718 CHF | 48,130 CHF | 100.00% | 100.00% |
10/07/2024 | 1.06% | 1.47 CHF | 1.48 CHF | 70,000 | 70,000 | 31,852 | 31,852 | 46,438 CHF | 46,852 CHF | 100.00% | 100.00% |
09/07/2024 | 1.11% | 1.40 CHF | 1.41 CHF | 72,000 | 72,000 | 32,256 | 32,256 | 44,698 CHF | 45,117 CHF | 100.00% | 100.00% |
08/07/2024 | 1.11% | 1.45 CHF | 1.46 CHF | 71,000 | 71,000 | 32,060 | 32,060 | 45,390 CHF | 45,806 CHF | 100.00% | 100.00% |
05/07/2024 | 1.09% | 1.36 CHF | 1.37 CHF | 72,000 | 72,000 | 32,136 | 32,136 | 44,922 CHF | 45,340 CHF | 99.62% | 99.62% |
04/07/2024 | 1.06% | 1.44 CHF | 1.45 CHF | 29,000 | 29,000 | 23,157 | 23,157 | 33,248 CHF | 33,575 CHF | 99.60% | 99.60% |
03/07/2024 | 1.09% | 1.42 CHF | 1.43 CHF | 71,000 | 71,000 | 32,038 | 32,038 | 45,314 CHF | 45,731 CHF | 100.00% | 100.00% |
02/07/2024 | 1.13% | 1.37 CHF | 1.38 CHF | 72,000 | 72,000 | 32,267 | 32,267 | 44,137 CHF | 44,556 CHF | 99.98% | 99.98% |