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% | 1.95 CHF | 1.96 CHF | 94,000 | 94,000 | 41,198 | 41,198 | 82,293 CHF | 82,913 CHF | 100.00% | 100.00% |
12/07/2024 | 0.86% | 2.09 CHF | 2.10 CHF | 90,000 | 90,000 | 39,487 | 39,487 | 86,073 CHF | 86,677 CHF | 100.00% | 100.00% |
11/07/2024 | 0.94% | 2.01 CHF | 2.02 CHF | 92,000 | 92,000 | 41,773 | 41,773 | 81,558 CHF | 82,194 CHF | 99.99% | 99.99% |
10/07/2024 | 1.00% | 1.78 CHF | 1.79 CHF | 96,000 | 96,000 | 43,062 | 43,062 | 76,943 CHF | 77,596 CHF | 99.89% | 99.89% |
09/07/2024 | 0.99% | 1.77 CHF | 1.78 CHF | 96,000 | 96,000 | 43,015 | 43,015 | 77,792 CHF | 78,444 CHF | 99.73% | 99.73% |
08/07/2024 | 0.94% | 1.81 CHF | 1.82 CHF | 96,000 | 96,000 | 42,549 | 42,549 | 80,025 CHF | 80,668 CHF | 99.32% | 99.32% |
05/07/2024 | 0.98% | 1.81 CHF | 1.82 CHF | 96,000 | 96,000 | 42,859 | 42,859 | 78,012 CHF | 78,660 CHF | 100.00% | 100.00% |
04/07/2024 | 1.10% | 1.80 CHF | 1.82 CHF | 39,000 | 39,000 | 31,052 | 31,052 | 56,141 CHF | 56,762 CHF | 99.66% | 99.66% |
03/07/2024 | 0.94% | 1.77 CHF | 1.78 CHF | 96,000 | 96,000 | 42,284 | 42,284 | 79,538 CHF | 80,179 CHF | 100.00% | 100.00% |
02/07/2024 | 1.00% | 1.75 CHF | 1.76 CHF | 96,000 | 96,000 | 42,770 | 42,770 | 76,471 CHF | 77,120 CHF | 99.98% | 99.98% |