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 | 0.73% | 1.41 CHF | 1.42 CHF | 80,000 | 80,000 | 35,786 | 35,786 | 50,055 CHF | 50,414 CHF | 99.99% | 99.99% |
12/07/2024 | 0.76% | 1.40 CHF | 1.41 CHF | 80,000 | 80,000 | 35,074 | 35,074 | 47,454 CHF | 47,809 CHF | 100.00% | 100.00% |
11/07/2024 | 0.67% | 1.44 CHF | 1.45 CHF | 80,000 | 80,000 | 35,617 | 35,617 | 53,271 CHF | 53,628 CHF | 100.00% | 100.00% |
10/07/2024 | 0.65% | 1.57 CHF | 1.58 CHF | 82,000 | 82,000 | 36,813 | 36,813 | 57,717 CHF | 58,087 CHF | 99.90% | 99.90% |
09/07/2024 | 0.78% | 1.60 CHF | 1.61 CHF | 84,000 | 84,000 | 35,674 | 35,674 | 56,888 CHF | 57,261 CHF | 99.70% | 99.70% |
08/07/2024 | 0.69% | 1.61 CHF | 1.62 CHF | 84,000 | 84,000 | 36,477 | 36,477 | 57,641 CHF | 58,018 CHF | 99.27% | 99.27% |
05/07/2024 | 0.64% | 1.61 CHF | 1.62 CHF | 84,000 | 84,000 | 37,463 | 37,463 | 59,567 CHF | 59,943 CHF | 99.90% | 99.90% |
04/07/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 33,000 | 33,000 | 26,666 | 26,666 | 42,102 CHF | 42,368 CHF | 99.61% | 99.61% |
03/07/2024 | 0.71% | 1.62 CHF | 1.63 CHF | 84,000 | 84,000 | 34,868 | 34,868 | 56,317 CHF | 56,692 CHF | 100.00% | 100.00% |
02/07/2024 | 0.62% | 1.67 CHF | 1.68 CHF | 84,000 | 84,000 | 37,448 | 37,448 | 62,567 CHF | 62,945 CHF | 100.00% | 100.00% |