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 | 1.75% | 0.60 CHF | 0.61 CHF | 91,000 | 91,000 | 41,139 | 41,139 | 23,876 CHF | 24,288 CHF | 100.00% | 100.00% |
12/07/2024 | 2.00% | 0.54 CHF | 0.55 CHF | 93,000 | 93,000 | 42,270 | 42,270 | 21,731 CHF | 22,154 CHF | 100.00% | 100.00% |
11/07/2024 | 2.06% | 0.51 CHF | 0.52 CHF | 94,000 | 94,000 | 42,458 | 42,458 | 20,901 CHF | 21,326 CHF | 100.00% | 100.00% |
10/07/2024 | 2.18% | 0.46 CHF | 0.47 CHF | 95,000 | 95,000 | 42,689 | 42,689 | 19,580 CHF | 20,008 CHF | 99.90% | 99.90% |
09/07/2024 | 2.08% | 0.45 CHF | 0.46 CHF | 95,000 | 95,000 | 42,625 | 42,625 | 20,383 CHF | 20,810 CHF | 100.00% | 100.00% |
08/07/2024 | 2.18% | 0.48 CHF | 0.49 CHF | 95,000 | 95,000 | 42,502 | 42,502 | 20,005 CHF | 20,431 CHF | 100.00% | 100.00% |
05/07/2024 | 2.23% | 0.44 CHF | 0.45 CHF | 96,000 | 96,000 | 42,813 | 42,813 | 19,131 CHF | 19,560 CHF | 99.90% | 99.90% |
04/07/2024 | 2.19% | 0.46 CHF | 0.47 CHF | 38,000 | 38,000 | 30,560 | 30,560 | 13,811 CHF | 14,117 CHF | 100.00% | 100.00% |
03/07/2024 | 2.07% | 0.47 CHF | 0.48 CHF | 95,000 | 95,000 | 42,596 | 42,596 | 20,590 CHF | 21,017 CHF | 100.00% | 100.00% |
02/07/2024 | 2.27% | 0.47 CHF | 0.48 CHF | 94,000 | 94,000 | 42,522 | 42,522 | 19,136 CHF | 19,562 CHF | 100.00% | 100.00% |