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 | 1.03% | 1.64 CHF | 1.65 CHF | 94,000 | 94,000 | 41,199 | 41,199 | 69,512 CHF | 70,131 CHF | 100.00% | 100.00% |
12/07/2024 | 1.01% | 1.78 CHF | 1.79 CHF | 90,000 | 90,000 | 39,487 | 39,487 | 73,791 CHF | 74,395 CHF | 100.00% | 100.00% |
11/07/2024 | 1.12% | 1.70 CHF | 1.71 CHF | 92,000 | 92,000 | 41,768 | 41,768 | 68,573 CHF | 69,209 CHF | 99.98% | 99.98% |
10/07/2024 | 1.21% | 1.47 CHF | 1.48 CHF | 96,000 | 96,000 | 43,062 | 43,062 | 63,541 CHF | 64,194 CHF | 99.89% | 99.89% |
09/07/2024 | 1.19% | 1.46 CHF | 1.47 CHF | 96,000 | 96,000 | 43,015 | 43,015 | 64,428 CHF | 65,081 CHF | 99.73% | 99.73% |
08/07/2024 | 1.12% | 1.50 CHF | 1.51 CHF | 96,000 | 96,000 | 42,548 | 42,548 | 66,826 CHF | 67,470 CHF | 99.32% | 99.32% |
05/07/2024 | 1.17% | 1.50 CHF | 1.51 CHF | 96,000 | 96,000 | 42,860 | 42,860 | 64,692 CHF | 65,341 CHF | 100.00% | 100.00% |
04/07/2024 | 1.33% | 1.49 CHF | 1.51 CHF | 39,000 | 39,000 | 31,057 | 31,057 | 46,461 CHF | 47,082 CHF | 99.59% | 99.59% |
03/07/2024 | 1.13% | 1.46 CHF | 1.47 CHF | 96,000 | 96,000 | 42,284 | 42,284 | 66,372 CHF | 67,013 CHF | 100.00% | 100.00% |
02/07/2024 | 1.21% | 1.44 CHF | 1.45 CHF | 96,000 | 96,000 | 42,774 | 42,774 | 63,128 CHF | 63,777 CHF | 99.99% | 99.99% |