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 | 1.94% | 0.50 CHF | 0.51 CHF | 174,000 | 174,000 | 77,280 | 77,280 | 39,918 CHF | 40,693 CHF | 99.97% | 99.97% |
12/07/2024 | 1.98% | 0.53 CHF | 0.54 CHF | 172,000 | 172,000 | 77,368 | 77,368 | 40,131 CHF | 40,906 CHF | 100.00% | 100.00% |
11/07/2024 | 1.99% | 0.52 CHF | 0.53 CHF | 172,000 | 172,000 | 76,696 | 76,696 | 39,710 CHF | 40,482 CHF | 100.00% | 100.00% |
10/07/2024 | 1.94% | 0.50 CHF | 0.51 CHF | 172,000 | 172,000 | 76,983 | 76,983 | 39,817 CHF | 40,589 CHF | 100.00% | 100.00% |
09/07/2024 | 1.90% | 0.50 CHF | 0.51 CHF | 172,000 | 172,000 | 77,176 | 77,176 | 40,217 CHF | 40,991 CHF | 100.00% | 100.00% |
08/07/2024 | 1.84% | 0.53 CHF | 0.54 CHF | 172,000 | 172,000 | 76,942 | 76,942 | 42,142 CHF | 42,913 CHF | 100.00% | 100.00% |
05/07/2024 | 1.77% | 0.55 CHF | 0.56 CHF | 170,000 | 170,000 | 76,119 | 76,119 | 42,878 CHF | 43,640 CHF | 99.82% | 99.82% |
04/07/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 68,000 | 68,000 | 54,443 | 54,443 | 31,551 CHF | 32,095 CHF | 99.44% | 99.44% |
03/07/2024 | 1.78% | 0.58 CHF | 0.59 CHF | 168,000 | 168,000 | 75,866 | 75,866 | 43,354 CHF | 44,115 CHF | 99.98% | 99.98% |
02/07/2024 | 1.84% | 0.51 CHF | 0.52 CHF | 172,000 | 172,000 | 74,437 | 74,437 | 40,452 CHF | 41,198 CHF | 100.00% | 100.00% |