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 | 1.43% | 1.31 CHF | 1.32 CHF | 69,000 | 69,000 | 28,175 | 28,175 | 35,516 CHF | 35,927 CHF | 98.48% | 98.48% |
12/07/2024 | 1.24% | 1.25 CHF | 1.26 CHF | 70,000 | 70,000 | 31,599 | 31,599 | 39,266 CHF | 39,679 CHF | 100.00% | 100.00% |
11/07/2024 | 1.25% | 1.25 CHF | 1.26 CHF | 70,000 | 70,000 | 31,563 | 31,563 | 38,876 CHF | 39,288 CHF | 100.00% | 100.00% |
10/07/2024 | 1.31% | 1.19 CHF | 1.20 CHF | 70,000 | 70,000 | 31,852 | 31,852 | 37,466 CHF | 37,881 CHF | 100.00% | 100.00% |
09/07/2024 | 1.38% | 1.12 CHF | 1.13 CHF | 72,000 | 72,000 | 32,260 | 32,260 | 35,654 CHF | 36,072 CHF | 100.00% | 100.00% |
08/07/2024 | 1.39% | 1.17 CHF | 1.18 CHF | 71,000 | 71,000 | 32,059 | 32,059 | 36,406 CHF | 36,822 CHF | 100.00% | 100.00% |
05/07/2024 | 1.35% | 1.08 CHF | 1.09 CHF | 72,000 | 72,000 | 32,244 | 32,244 | 36,037 CHF | 36,456 CHF | 99.89% | 99.89% |
04/07/2024 | 1.32% | 1.16 CHF | 1.17 CHF | 29,000 | 29,000 | 23,136 | 23,136 | 26,721 CHF | 27,048 CHF | 100.00% | 100.00% |
03/07/2024 | 1.36% | 1.14 CHF | 1.15 CHF | 71,000 | 71,000 | 32,037 | 32,037 | 36,308 CHF | 36,724 CHF | 100.00% | 100.00% |
02/07/2024 | 1.42% | 1.08 CHF | 1.09 CHF | 72,000 | 72,000 | 32,274 | 32,274 | 35,072 CHF | 35,491 CHF | 100.00% | 100.00% |