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 | 1.18% | 1.57 CHF | 1.58 CHF | 69,000 | 69,000 | 28,175 | 28,175 | 43,059 CHF | 43,470 CHF | 98.48% | 98.48% |
12/07/2024 | 1.02% | 1.52 CHF | 1.53 CHF | 70,000 | 70,000 | 31,600 | 31,600 | 47,742 CHF | 48,154 CHF | 100.00% | 100.00% |
11/07/2024 | 1.03% | 1.52 CHF | 1.53 CHF | 70,000 | 70,000 | 31,564 | 31,564 | 47,329 CHF | 47,741 CHF | 100.00% | 100.00% |
10/07/2024 | 1.07% | 1.46 CHF | 1.47 CHF | 70,000 | 70,000 | 31,837 | 31,837 | 45,985 CHF | 46,400 CHF | 100.00% | 100.00% |
09/07/2024 | 1.12% | 1.39 CHF | 1.40 CHF | 72,000 | 72,000 | 32,256 | 32,256 | 44,326 CHF | 44,745 CHF | 100.00% | 100.00% |
08/07/2024 | 1.12% | 1.43 CHF | 1.44 CHF | 71,000 | 71,000 | 32,060 | 32,060 | 44,959 CHF | 45,376 CHF | 100.00% | 100.00% |
05/07/2024 | 1.10% | 1.35 CHF | 1.36 CHF | 72,000 | 72,000 | 32,245 | 32,245 | 44,706 CHF | 45,125 CHF | 99.90% | 99.90% |
04/07/2024 | 1.07% | 1.43 CHF | 1.44 CHF | 29,000 | 29,000 | 23,136 | 23,136 | 32,963 CHF | 33,290 CHF | 100.00% | 100.00% |
03/07/2024 | 1.10% | 1.41 CHF | 1.42 CHF | 71,000 | 71,000 | 32,037 | 32,037 | 44,946 CHF | 45,362 CHF | 100.00% | 100.00% |
02/07/2024 | 1.14% | 1.35 CHF | 1.36 CHF | 72,000 | 72,000 | 32,274 | 32,274 | 43,787 CHF | 44,206 CHF | 100.00% | 100.00% |