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% | 2.06 CHF | 2.07 CHF | 94,000 | 94,000 | 41,194 | 41,194 | 86,557 CHF | 87,177 CHF | 99.99% | 99.99% |
12/07/2024 | 0.83% | 2.19 CHF | 2.20 CHF | 90,000 | 90,000 | 39,487 | 39,487 | 90,033 CHF | 90,637 CHF | 100.00% | 100.00% |
11/07/2024 | 0.89% | 2.11 CHF | 2.12 CHF | 92,000 | 92,000 | 41,762 | 41,762 | 85,957 CHF | 86,593 CHF | 99.97% | 99.97% |
10/07/2024 | 0.94% | 1.89 CHF | 1.90 CHF | 96,000 | 96,000 | 43,062 | 43,062 | 81,677 CHF | 82,330 CHF | 99.89% | 99.89% |
09/07/2024 | 0.93% | 1.88 CHF | 1.89 CHF | 96,000 | 96,000 | 43,007 | 43,007 | 82,480 CHF | 83,133 CHF | 99.77% | 99.77% |
08/07/2024 | 0.89% | 1.91 CHF | 1.92 CHF | 96,000 | 96,000 | 42,552 | 42,552 | 84,598 CHF | 85,242 CHF | 99.30% | 99.30% |
05/07/2024 | 0.92% | 1.92 CHF | 1.93 CHF | 96,000 | 96,000 | 42,861 | 42,861 | 82,684 CHF | 83,333 CHF | 100.00% | 100.00% |
04/07/2024 | 1.04% | 1.91 CHF | 1.93 CHF | 39,000 | 39,000 | 31,057 | 31,057 | 59,547 CHF | 60,168 CHF | 99.59% | 99.59% |
03/07/2024 | 0.89% | 1.88 CHF | 1.89 CHF | 96,000 | 96,000 | 42,284 | 42,284 | 84,128 CHF | 84,769 CHF | 100.00% | 100.00% |
02/07/2024 | 0.94% | 1.86 CHF | 1.87 CHF | 96,000 | 96,000 | 42,779 | 42,779 | 81,184 CHF | 81,833 CHF | 100.00% | 100.00% |