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 | 1.38% | 0.73 CHF | 0.74 CHF | 82,000 | 82,000 | 81,620 | 81,620 | 58,832 CHF | 59,648 CHF | 100.00% | 100.00% |
12/07/2024 | 1.42% | 0.71 CHF | 0.72 CHF | 82,000 | 82,000 | 81,662 | 81,662 | 56,948 CHF | 57,764 CHF | 100.00% | 100.00% |
11/07/2024 | 1.48% | 0.69 CHF | 0.70 CHF | 82,000 | 82,000 | 82,029 | 82,029 | 55,102 CHF | 55,923 CHF | 100.00% | 100.00% |
10/07/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 82,000 | 82,000 | 81,662 | 81,662 | 58,213 CHF | 59,030 CHF | 100.00% | 100.00% |
09/07/2024 | 1.80% | 0.57 CHF | 0.58 CHF | 86,000 | 86,000 | 85,646 | 85,646 | 47,143 CHF | 47,999 CHF | 100.00% | 100.00% |
08/07/2024 | 1.76% | 0.56 CHF | 0.57 CHF | 86,000 | 86,000 | 85,491 | 85,491 | 48,114 CHF | 48,969 CHF | 100.00% | 100.00% |
05/07/2024 | 1.89% | 0.52 CHF | 0.53 CHF | 86,000 | 86,000 | 85,791 | 85,791 | 44,944 CHF | 45,802 CHF | 99.81% | 99.81% |
04/07/2024 | 2.36% | 0.43 CHF | 0.44 CHF | 88,000 | 88,000 | 89,011 | 89,011 | 37,266 CHF | 38,157 CHF | 99.49% | 99.49% |
03/07/2024 | 2.33% | 0.41 CHF | 0.42 CHF | 90,000 | 90,000 | 88,423 | 88,423 | 37,566 CHF | 38,450 CHF | 99.35% | 99.35% |
02/07/2024 | 3.09% | 0.36 CHF | 0.37 CHF | 90,000 | 90,000 | 91,665 | 91,665 | 29,420 CHF | 30,337 CHF | 99.43% | 99.43% |