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 | 1.09% | 2.83 CHF | 2.84 CHF | 88,000 | 88,000 | 36,334 | 36,334 | 103,728 CHF | 104,526 CHF | 100.00% | 100.00% |
12/07/2024 | 1.17% | 2.73 CHF | 2.74 CHF | 89,000 | 89,000 | 40,272 | 40,272 | 108,037 CHF | 108,981 CHF | 100.00% | 100.00% |
11/07/2024 | 1.15% | 2.63 CHF | 2.64 CHF | 90,000 | 90,000 | 40,257 | 40,257 | 107,623 CHF | 108,560 CHF | 99.99% | 99.99% |
10/07/2024 | 1.16% | 2.70 CHF | 2.71 CHF | 89,000 | 89,000 | 40,306 | 40,306 | 107,593 CHF | 108,537 CHF | 100.00% | 100.00% |
09/07/2024 | 1.26% | 2.58 CHF | 2.59 CHF | 90,000 | 90,000 | 38,731 | 38,731 | 98,911 CHF | 99,824 CHF | 99.77% | 99.77% |
08/07/2024 | 1.25% | 2.51 CHF | 2.52 CHF | 91,000 | 91,000 | 41,068 | 41,068 | 102,706 CHF | 103,661 CHF | 99.20% | 99.20% |
05/07/2024 | 1.33% | 2.43 CHF | 2.44 CHF | 92,000 | 92,000 | 41,925 | 41,925 | 98,945 CHF | 99,930 CHF | 99.89% | 99.89% |
04/07/2024 | 1.51% | 2.35 CHF | 2.38 CHF | 37,000 | 37,000 | 30,546 | 30,546 | 71,084 CHF | 72,128 CHF | 99.59% | 99.59% |
03/07/2024 | 1.27% | 2.28 CHF | 2.29 CHF | 94,000 | 94,000 | 41,187 | 41,187 | 99,849 CHF | 100,807 CHF | 100.00% | 100.00% |
02/07/2024 | 1.28% | 2.36 CHF | 2.37 CHF | 92,000 | 92,000 | 41,086 | 41,086 | 96,736 CHF | 97,689 CHF | 99.98% | 99.98% |