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 | 0.96% | 1.77 CHF | 1.78 CHF | 94,000 | 94,000 | 41,199 | 41,199 | 74,526 CHF | 75,146 CHF | 100.00% | 100.00% |
12/07/2024 | 0.95% | 1.90 CHF | 1.91 CHF | 90,000 | 90,000 | 39,489 | 39,489 | 78,647 CHF | 79,251 CHF | 100.00% | 100.00% |
11/07/2024 | 1.04% | 1.82 CHF | 1.83 CHF | 92,000 | 92,000 | 41,765 | 41,765 | 73,697 CHF | 74,332 CHF | 99.98% | 99.98% |
10/07/2024 | 1.12% | 1.59 CHF | 1.60 CHF | 96,000 | 96,000 | 43,062 | 43,062 | 68,848 CHF | 69,501 CHF | 99.89% | 99.89% |
09/07/2024 | 1.10% | 1.58 CHF | 1.59 CHF | 96,000 | 96,000 | 43,014 | 43,014 | 69,704 CHF | 70,356 CHF | 99.73% | 99.73% |
08/07/2024 | 1.04% | 1.62 CHF | 1.63 CHF | 96,000 | 96,000 | 42,548 | 42,548 | 72,028 CHF | 72,672 CHF | 99.32% | 99.32% |
05/07/2024 | 1.09% | 1.62 CHF | 1.63 CHF | 96,000 | 96,000 | 42,854 | 42,854 | 69,946 CHF | 70,595 CHF | 99.99% | 99.99% |
04/07/2024 | 1.23% | 1.61 CHF | 1.63 CHF | 39,000 | 39,000 | 31,052 | 31,052 | 50,293 CHF | 50,914 CHF | 99.66% | 99.66% |
03/07/2024 | 1.05% | 1.58 CHF | 1.59 CHF | 96,000 | 96,000 | 42,284 | 42,284 | 71,537 CHF | 72,178 CHF | 100.00% | 100.00% |
02/07/2024 | 1.12% | 1.56 CHF | 1.57 CHF | 96,000 | 96,000 | 42,771 | 42,771 | 68,377 CHF | 69,026 CHF | 99.98% | 99.98% |