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% | 0.74 CHF | 0.75 CHF | 74,000 | 74,000 | 70,837 | 70,837 | 52,506 CHF | 53,214 CHF | 100.00% | 100.00% |
12/07/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 72,000 | 72,000 | 70,126 | 70,126 | 55,127 CHF | 55,828 CHF | 100.00% | 100.00% |
11/07/2024 | 1.27% | 0.77 CHF | 0.78 CHF | 72,000 | 72,000 | 70,087 | 70,087 | 54,795 CHF | 55,496 CHF | 100.00% | 100.00% |
10/07/2024 | 1.30% | 0.78 CHF | 0.79 CHF | 72,000 | 72,000 | 70,724 | 70,724 | 54,117 CHF | 54,825 CHF | 100.00% | 100.00% |
09/07/2024 | 1.28% | 0.76 CHF | 0.77 CHF | 74,000 | 74,000 | 70,618 | 70,618 | 54,988 CHF | 55,694 CHF | 100.00% | 100.00% |
08/07/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 72,000 | 72,000 | 70,128 | 70,128 | 55,170 CHF | 55,871 CHF | 100.00% | 100.00% |
05/07/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 72,000 | 72,000 | 70,120 | 70,120 | 56,981 CHF | 57,682 CHF | 99.80% | 99.80% |
04/07/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 72,000 | 72,000 | 70,119 | 70,119 | 55,360 CHF | 56,061 CHF | 99.49% | 99.49% |
03/07/2024 | 1.30% | 0.78 CHF | 0.79 CHF | 72,000 | 72,000 | 71,636 | 71,636 | 54,562 CHF | 55,278 CHF | 99.35% | 99.35% |
02/07/2024 | 1.48% | 0.70 CHF | 0.71 CHF | 74,000 | 74,000 | 73,939 | 73,939 | 49,560 CHF | 50,299 CHF | 100.00% | 100.00% |