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 | 1.16% | 2.65 CHF | 2.66 CHF | 88,000 | 88,000 | 36,333 | 36,333 | 97,165 CHF | 97,963 CHF | 100.00% | 100.00% |
12/07/2024 | 1.25% | 2.55 CHF | 2.56 CHF | 89,000 | 89,000 | 40,270 | 40,270 | 100,760 CHF | 101,704 CHF | 100.00% | 100.00% |
11/07/2024 | 1.23% | 2.45 CHF | 2.46 CHF | 90,000 | 90,000 | 40,258 | 40,258 | 100,360 CHF | 101,298 CHF | 99.99% | 99.99% |
10/07/2024 | 1.24% | 2.52 CHF | 2.53 CHF | 89,000 | 89,000 | 40,306 | 40,306 | 100,305 CHF | 101,249 CHF | 100.00% | 100.00% |
09/07/2024 | 1.35% | 2.39 CHF | 2.40 CHF | 90,000 | 90,000 | 38,731 | 38,731 | 91,914 CHF | 92,827 CHF | 99.76% | 99.76% |
08/07/2024 | 1.34% | 2.33 CHF | 2.34 CHF | 91,000 | 91,000 | 41,072 | 41,072 | 95,305 CHF | 96,260 CHF | 99.17% | 99.17% |
05/07/2024 | 1.44% | 2.25 CHF | 2.26 CHF | 92,000 | 92,000 | 41,926 | 41,926 | 91,365 CHF | 92,350 CHF | 99.89% | 99.89% |
04/07/2024 | 1.63% | 2.17 CHF | 2.20 CHF | 37,000 | 37,000 | 30,549 | 30,549 | 65,576 CHF | 66,619 CHF | 99.54% | 99.54% |
03/07/2024 | 1.37% | 2.10 CHF | 2.11 CHF | 94,000 | 94,000 | 41,189 | 41,189 | 92,375 CHF | 93,333 CHF | 100.00% | 100.00% |
02/07/2024 | 1.38% | 2.18 CHF | 2.19 CHF | 92,000 | 92,000 | 41,095 | 41,095 | 89,263 CHF | 90,217 CHF | 99.94% | 99.94% |