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 | 1.67% | 1.13 CHF | 1.14 CHF | 69,000 | 69,000 | 28,127 | 28,127 | 30,448 CHF | 30,859 CHF | 98.32% | 98.32% |
12/07/2024 | 1.44% | 1.07 CHF | 1.08 CHF | 70,000 | 70,000 | 31,598 | 31,598 | 33,638 CHF | 34,051 CHF | 100.00% | 100.00% |
11/07/2024 | 1.47% | 1.07 CHF | 1.08 CHF | 70,000 | 70,000 | 31,558 | 31,558 | 33,228 CHF | 33,640 CHF | 99.99% | 99.99% |
10/07/2024 | 1.54% | 1.01 CHF | 1.02 CHF | 70,000 | 70,000 | 31,837 | 31,837 | 31,756 CHF | 32,170 CHF | 100.00% | 100.00% |
09/07/2024 | 1.65% | 0.94 CHF | 0.95 CHF | 72,000 | 72,000 | 32,256 | 32,256 | 29,862 CHF | 30,281 CHF | 100.00% | 100.00% |
08/07/2024 | 1.65% | 0.99 CHF | 1.00 CHF | 71,000 | 71,000 | 32,060 | 32,060 | 30,671 CHF | 31,088 CHF | 100.00% | 100.00% |
05/07/2024 | 1.61% | 0.90 CHF | 0.91 CHF | 72,000 | 72,000 | 32,135 | 32,135 | 30,141 CHF | 30,559 CHF | 99.62% | 99.62% |
04/07/2024 | 1.56% | 0.98 CHF | 0.99 CHF | 29,000 | 29,000 | 23,157 | 23,157 | 22,581 CHF | 22,908 CHF | 99.60% | 99.60% |
03/07/2024 | 1.62% | 0.96 CHF | 0.97 CHF | 71,000 | 71,000 | 32,036 | 32,036 | 30,542 CHF | 30,958 CHF | 100.00% | 100.00% |
02/07/2024 | 1.70% | 0.90 CHF | 0.91 CHF | 72,000 | 72,000 | 32,274 | 32,274 | 29,250 CHF | 29,669 CHF | 100.00% | 100.00% |