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 | 1.25% | 1.49 CHF | 1.50 CHF | 69,000 | 69,000 | 28,157 | 28,157 | 40,714 CHF | 41,125 CHF | 98.39% | 98.39% |
12/07/2024 | 1.08% | 1.44 CHF | 1.45 CHF | 70,000 | 70,000 | 31,664 | 31,664 | 45,226 CHF | 45,639 CHF | 99.53% | 99.53% |
11/07/2024 | 1.09% | 1.43 CHF | 1.44 CHF | 70,000 | 70,000 | 31,560 | 31,560 | 44,681 CHF | 45,093 CHF | 99.99% | 99.99% |
10/07/2024 | 1.13% | 1.38 CHF | 1.39 CHF | 70,000 | 70,000 | 31,837 | 31,837 | 43,354 CHF | 43,769 CHF | 100.00% | 100.00% |
09/07/2024 | 1.19% | 1.31 CHF | 1.32 CHF | 72,000 | 72,000 | 32,256 | 32,256 | 41,613 CHF | 42,031 CHF | 100.00% | 100.00% |
08/07/2024 | 1.19% | 1.35 CHF | 1.36 CHF | 71,000 | 71,000 | 32,060 | 32,060 | 42,282 CHF | 42,699 CHF | 100.00% | 100.00% |
05/07/2024 | 1.17% | 1.26 CHF | 1.27 CHF | 72,000 | 72,000 | 32,137 | 32,137 | 41,859 CHF | 42,277 CHF | 99.63% | 99.63% |
04/07/2024 | 1.14% | 1.35 CHF | 1.36 CHF | 29,000 | 29,000 | 23,157 | 23,157 | 31,061 CHF | 31,388 CHF | 99.60% | 99.60% |
03/07/2024 | 1.18% | 1.33 CHF | 1.34 CHF | 71,000 | 71,000 | 32,037 | 32,037 | 42,216 CHF | 42,633 CHF | 100.00% | 100.00% |
02/07/2024 | 1.21% | 1.27 CHF | 1.28 CHF | 72,000 | 72,000 | 32,274 | 32,274 | 41,075 CHF | 41,494 CHF | 100.00% | 100.00% |