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 | 2.19% | 0.45 CHF | 0.46 CHF | 91,000 | 91,000 | 41,139 | 41,139 | 18,971 CHF | 19,383 CHF | 100.00% | 100.00% |
12/07/2024 | 1.89% | 0.50 CHF | 0.51 CHF | 93,000 | 93,000 | 42,270 | 42,270 | 22,339 CHF | 22,762 CHF | 100.00% | 100.00% |
11/07/2024 | 1.82% | 0.53 CHF | 0.54 CHF | 94,000 | 94,000 | 42,453 | 42,453 | 23,437 CHF | 23,863 CHF | 99.98% | 99.98% |
10/07/2024 | 1.73% | 0.59 CHF | 0.60 CHF | 95,000 | 95,000 | 42,689 | 42,689 | 25,188 CHF | 25,616 CHF | 99.90% | 99.90% |
09/07/2024 | 1.80% | 0.60 CHF | 0.61 CHF | 95,000 | 95,000 | 42,624 | 42,624 | 24,289 CHF | 24,716 CHF | 100.00% | 100.00% |
08/07/2024 | 1.74% | 0.57 CHF | 0.58 CHF | 95,000 | 95,000 | 42,501 | 42,501 | 24,399 CHF | 24,825 CHF | 100.00% | 100.00% |
05/07/2024 | 1.69% | 0.61 CHF | 0.62 CHF | 96,000 | 96,000 | 42,813 | 42,813 | 25,867 CHF | 26,296 CHF | 99.90% | 99.90% |
04/07/2024 | 1.65% | 0.60 CHF | 0.61 CHF | 38,000 | 38,000 | 30,559 | 30,559 | 18,328 CHF | 18,634 CHF | 100.00% | 100.00% |
03/07/2024 | 1.79% | 0.58 CHF | 0.59 CHF | 95,000 | 95,000 | 42,596 | 42,596 | 24,308 CHF | 24,735 CHF | 100.00% | 100.00% |
02/07/2024 | 1.65% | 0.58 CHF | 0.59 CHF | 94,000 | 94,000 | 42,522 | 42,522 | 25,902 CHF | 26,328 CHF | 100.00% | 100.00% |