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 | 0.87% | 1.97 CHF | 1.98 CHF | 94,000 | 94,000 | 41,198 | 41,198 | 82,968 CHF | 83,588 CHF | 100.00% | 100.00% |
12/07/2024 | 0.86% | 2.11 CHF | 2.12 CHF | 90,000 | 90,000 | 39,487 | 39,487 | 86,543 CHF | 87,147 CHF | 100.00% | 100.00% |
11/07/2024 | 0.93% | 2.02 CHF | 2.03 CHF | 92,000 | 92,000 | 41,759 | 41,759 | 82,229 CHF | 82,865 CHF | 99.97% | 99.97% |
10/07/2024 | 0.99% | 1.80 CHF | 1.81 CHF | 96,000 | 96,000 | 43,063 | 43,063 | 77,844 CHF | 78,497 CHF | 99.89% | 99.89% |
09/07/2024 | 0.98% | 1.79 CHF | 1.80 CHF | 96,000 | 96,000 | 43,009 | 43,009 | 78,657 CHF | 79,309 CHF | 99.76% | 99.76% |
08/07/2024 | 0.93% | 1.83 CHF | 1.84 CHF | 96,000 | 96,000 | 42,557 | 42,557 | 80,847 CHF | 81,491 CHF | 99.28% | 99.28% |
05/07/2024 | 0.97% | 1.83 CHF | 1.84 CHF | 96,000 | 96,000 | 42,856 | 42,856 | 78,874 CHF | 79,522 CHF | 99.99% | 99.99% |
04/07/2024 | 1.09% | 1.82 CHF | 1.84 CHF | 39,000 | 39,000 | 31,055 | 31,055 | 56,801 CHF | 57,422 CHF | 99.61% | 99.61% |
03/07/2024 | 0.93% | 1.79 CHF | 1.80 CHF | 96,000 | 96,000 | 42,284 | 42,284 | 80,362 CHF | 81,003 CHF | 100.00% | 100.00% |
02/07/2024 | 0.99% | 1.77 CHF | 1.78 CHF | 96,000 | 96,000 | 42,774 | 42,774 | 77,399 CHF | 78,048 CHF | 99.99% | 99.99% |