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 | 1.56% | 0.63 CHF | 0.64 CHF | 91,000 | 91,000 | 41,140 | 41,140 | 26,593 CHF | 27,005 CHF | 100.00% | 100.00% |
12/07/2024 | 1.41% | 0.69 CHF | 0.70 CHF | 93,000 | 93,000 | 42,260 | 42,260 | 30,143 CHF | 30,566 CHF | 99.98% | 99.98% |
11/07/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 94,000 | 94,000 | 42,457 | 42,457 | 31,254 CHF | 31,679 CHF | 100.00% | 100.00% |
10/07/2024 | 1.32% | 0.77 CHF | 0.78 CHF | 95,000 | 95,000 | 42,689 | 42,689 | 33,049 CHF | 33,477 CHF | 99.90% | 99.90% |
09/07/2024 | 1.36% | 0.78 CHF | 0.79 CHF | 95,000 | 95,000 | 42,624 | 42,624 | 32,097 CHF | 32,524 CHF | 100.00% | 100.00% |
08/07/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 95,000 | 95,000 | 42,501 | 42,501 | 32,289 CHF | 32,715 CHF | 100.00% | 100.00% |
05/07/2024 | 1.29% | 0.79 CHF | 0.80 CHF | 96,000 | 96,000 | 42,813 | 42,813 | 33,799 CHF | 34,227 CHF | 99.90% | 99.90% |
04/07/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 38,000 | 38,000 | 30,559 | 30,559 | 23,960 CHF | 24,265 CHF | 100.00% | 100.00% |
03/07/2024 | 1.34% | 0.77 CHF | 0.78 CHF | 95,000 | 95,000 | 42,596 | 42,596 | 32,317 CHF | 32,743 CHF | 100.00% | 100.00% |
02/07/2024 | 1.27% | 0.77 CHF | 0.78 CHF | 94,000 | 94,000 | 42,522 | 42,522 | 33,778 CHF | 34,204 CHF | 100.00% | 100.00% |