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 | 2.02% | 0.49 CHF | 0.50 CHF | 91,000 | 91,000 | 41,120 | 41,120 | 20,570 CHF | 20,982 CHF | 99.96% | 99.96% |
12/07/2024 | 1.76% | 0.54 CHF | 0.55 CHF | 93,000 | 93,000 | 42,270 | 42,270 | 23,995 CHF | 24,419 CHF | 100.00% | 100.00% |
11/07/2024 | 1.71% | 0.57 CHF | 0.58 CHF | 94,000 | 94,000 | 42,457 | 42,457 | 25,086 CHF | 25,511 CHF | 100.00% | 100.00% |
10/07/2024 | 1.62% | 0.63 CHF | 0.64 CHF | 95,000 | 95,000 | 42,690 | 42,690 | 26,855 CHF | 27,283 CHF | 99.90% | 99.90% |
09/07/2024 | 1.69% | 0.63 CHF | 0.64 CHF | 95,000 | 95,000 | 42,624 | 42,624 | 25,885 CHF | 26,312 CHF | 100.00% | 100.00% |
08/07/2024 | 1.63% | 0.61 CHF | 0.62 CHF | 95,000 | 95,000 | 42,496 | 42,496 | 26,057 CHF | 26,483 CHF | 99.99% | 99.99% |
05/07/2024 | 1.59% | 0.65 CHF | 0.66 CHF | 96,000 | 96,000 | 42,813 | 42,813 | 27,494 CHF | 27,923 CHF | 99.90% | 99.90% |
04/07/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 38,000 | 38,000 | 30,559 | 30,559 | 19,530 CHF | 19,835 CHF | 100.00% | 100.00% |
03/07/2024 | 1.67% | 0.62 CHF | 0.63 CHF | 95,000 | 95,000 | 42,596 | 42,596 | 25,975 CHF | 26,401 CHF | 100.00% | 100.00% |
02/07/2024 | 1.55% | 0.62 CHF | 0.63 CHF | 94,000 | 94,000 | 42,517 | 42,517 | 27,494 CHF | 27,920 CHF | 99.99% | 99.99% |