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 | 1.34% | 2.29 CHF | 2.30 CHF | 88,000 | 88,000 | 36,333 | 36,333 | 84,140 CHF | 84,938 CHF | 100.00% | 100.00% |
12/07/2024 | 1.46% | 2.19 CHF | 2.20 CHF | 89,000 | 89,000 | 40,272 | 40,272 | 86,335 CHF | 87,278 CHF | 100.00% | 100.00% |
11/07/2024 | 1.44% | 2.09 CHF | 2.10 CHF | 90,000 | 90,000 | 40,252 | 40,252 | 85,917 CHF | 86,854 CHF | 99.98% | 99.98% |
10/07/2024 | 1.45% | 2.16 CHF | 2.17 CHF | 89,000 | 89,000 | 40,310 | 40,310 | 85,807 CHF | 86,751 CHF | 100.00% | 100.00% |
09/07/2024 | 1.59% | 2.03 CHF | 2.04 CHF | 90,000 | 90,000 | 38,730 | 38,730 | 77,989 CHF | 78,901 CHF | 99.77% | 99.77% |
08/07/2024 | 1.59% | 1.97 CHF | 1.98 CHF | 91,000 | 91,000 | 41,071 | 41,071 | 80,577 CHF | 81,532 CHF | 99.18% | 99.18% |
05/07/2024 | 1.72% | 1.89 CHF | 1.90 CHF | 92,000 | 92,000 | 41,925 | 41,925 | 76,303 CHF | 77,288 CHF | 99.89% | 99.89% |
04/07/2024 | 1.96% | 1.81 CHF | 1.84 CHF | 37,000 | 37,000 | 30,547 | 30,547 | 54,574 CHF | 55,617 CHF | 99.57% | 99.57% |
03/07/2024 | 1.63% | 1.74 CHF | 1.75 CHF | 94,000 | 94,000 | 41,189 | 41,189 | 77,526 CHF | 78,484 CHF | 100.00% | 100.00% |
02/07/2024 | 1.65% | 1.82 CHF | 1.83 CHF | 92,000 | 92,000 | 41,092 | 41,092 | 74,420 CHF | 75,373 CHF | 99.93% | 99.93% |