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 | 28,171 | 28,171 | 40,615 CHF | 41,026 CHF | 98.47% | 98.47% |
12/07/2024 | 1.08% | 1.43 CHF | 1.44 CHF | 70,000 | 70,000 | 31,598 | 31,598 | 44,987 CHF | 45,399 CHF | 100.00% | 100.00% |
11/07/2024 | 1.09% | 1.43 CHF | 1.44 CHF | 70,000 | 70,000 | 31,564 | 31,564 | 44,579 CHF | 44,990 CHF | 100.00% | 100.00% |
10/07/2024 | 1.14% | 1.37 CHF | 1.38 CHF | 70,000 | 70,000 | 31,837 | 31,837 | 43,253 CHF | 43,668 CHF | 100.00% | 100.00% |
09/07/2024 | 1.19% | 1.30 CHF | 1.31 CHF | 72,000 | 72,000 | 32,256 | 32,256 | 41,491 CHF | 41,910 CHF | 100.00% | 100.00% |
08/07/2024 | 1.20% | 1.35 CHF | 1.36 CHF | 71,000 | 71,000 | 32,069 | 32,069 | 42,218 CHF | 42,636 CHF | 99.72% | 99.72% |
05/07/2024 | 1.17% | 1.26 CHF | 1.27 CHF | 72,000 | 72,000 | 32,244 | 32,244 | 41,866 CHF | 42,284 CHF | 99.89% | 99.89% |
04/07/2024 | 1.14% | 1.34 CHF | 1.35 CHF | 29,000 | 29,000 | 23,136 | 23,136 | 30,917 CHF | 31,244 CHF | 100.00% | 100.00% |
03/07/2024 | 1.18% | 1.32 CHF | 1.33 CHF | 71,000 | 71,000 | 32,037 | 32,037 | 42,118 CHF | 42,535 CHF | 100.00% | 100.00% |
02/07/2024 | 1.22% | 1.27 CHF | 1.28 CHF | 72,000 | 72,000 | 32,267 | 32,267 | 40,916 CHF | 41,335 CHF | 99.98% | 99.98% |