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 | 0.83% | 2.05 CHF | 2.06 CHF | 94,000 | 94,000 | 41,198 | 41,198 | 86,175 CHF | 86,795 CHF | 100.00% | 100.00% |
12/07/2024 | 0.83% | 2.19 CHF | 2.20 CHF | 90,000 | 90,000 | 39,489 | 39,489 | 89,768 CHF | 90,373 CHF | 100.00% | 100.00% |
11/07/2024 | 0.90% | 2.10 CHF | 2.11 CHF | 92,000 | 92,000 | 41,763 | 41,763 | 85,503 CHF | 86,139 CHF | 99.97% | 99.97% |
10/07/2024 | 0.95% | 1.88 CHF | 1.89 CHF | 96,000 | 96,000 | 43,062 | 43,062 | 81,003 CHF | 81,656 CHF | 99.89% | 99.89% |
09/07/2024 | 0.94% | 1.87 CHF | 1.88 CHF | 96,000 | 96,000 | 43,013 | 43,013 | 81,882 CHF | 82,535 CHF | 99.73% | 99.73% |
08/07/2024 | 0.90% | 1.90 CHF | 1.91 CHF | 96,000 | 96,000 | 42,549 | 42,549 | 84,033 CHF | 84,677 CHF | 99.32% | 99.32% |
05/07/2024 | 0.93% | 1.90 CHF | 1.91 CHF | 96,000 | 96,000 | 42,860 | 42,860 | 82,059 CHF | 82,708 CHF | 100.00% | 100.00% |
04/07/2024 | 1.05% | 1.90 CHF | 1.92 CHF | 39,000 | 39,000 | 31,057 | 31,057 | 59,079 CHF | 59,700 CHF | 99.59% | 99.59% |
03/07/2024 | 0.90% | 1.87 CHF | 1.88 CHF | 96,000 | 96,000 | 42,284 | 42,284 | 83,570 CHF | 84,211 CHF | 100.00% | 100.00% |
02/07/2024 | 0.95% | 1.84 CHF | 1.85 CHF | 96,000 | 96,000 | 42,779 | 42,779 | 80,566 CHF | 81,215 CHF | 100.00% | 100.00% |