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 | 1.49% | 0.67 CHF | 0.68 CHF | 91,000 | 91,000 | 41,131 | 41,131 | 27,986 CHF | 28,398 CHF | 99.99% | 99.99% |
12/07/2024 | 1.34% | 0.72 CHF | 0.73 CHF | 93,000 | 93,000 | 42,270 | 42,270 | 31,609 CHF | 32,033 CHF | 100.00% | 100.00% |
11/07/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 94,000 | 94,000 | 42,457 | 42,457 | 32,741 CHF | 33,167 CHF | 100.00% | 100.00% |
10/07/2024 | 1.26% | 0.81 CHF | 0.82 CHF | 95,000 | 95,000 | 42,689 | 42,689 | 34,576 CHF | 35,004 CHF | 99.90% | 99.90% |
09/07/2024 | 1.30% | 0.82 CHF | 0.83 CHF | 95,000 | 95,000 | 42,624 | 42,624 | 33,644 CHF | 34,071 CHF | 100.00% | 100.00% |
08/07/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 95,000 | 95,000 | 42,502 | 42,502 | 33,731 CHF | 34,157 CHF | 100.00% | 100.00% |
05/07/2024 | 1.24% | 0.83 CHF | 0.84 CHF | 96,000 | 96,000 | 42,812 | 42,812 | 35,237 CHF | 35,666 CHF | 99.90% | 99.90% |
04/07/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 38,000 | 38,000 | 30,559 | 30,559 | 25,051 CHF | 25,357 CHF | 100.00% | 100.00% |
03/07/2024 | 1.29% | 0.80 CHF | 0.81 CHF | 95,000 | 95,000 | 42,596 | 42,596 | 33,695 CHF | 34,122 CHF | 100.00% | 100.00% |
02/07/2024 | 1.21% | 0.81 CHF | 0.82 CHF | 94,000 | 94,000 | 42,522 | 42,522 | 35,284 CHF | 35,710 CHF | 100.00% | 100.00% |