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 | 1.15% | 1.46 CHF | 1.47 CHF | 94,000 | 94,000 | 41,193 | 41,193 | 61,901 CHF | 62,521 CHF | 99.99% | 99.99% |
12/07/2024 | 1.12% | 1.60 CHF | 1.61 CHF | 90,000 | 90,000 | 39,488 | 39,488 | 66,492 CHF | 67,096 CHF | 100.00% | 100.00% |
11/07/2024 | 1.27% | 1.51 CHF | 1.52 CHF | 92,000 | 92,000 | 41,764 | 41,764 | 60,863 CHF | 61,498 CHF | 99.98% | 99.98% |
10/07/2024 | 1.38% | 1.28 CHF | 1.29 CHF | 96,000 | 96,000 | 43,062 | 43,062 | 55,547 CHF | 56,200 CHF | 99.89% | 99.89% |
09/07/2024 | 1.36% | 1.28 CHF | 1.29 CHF | 96,000 | 96,000 | 43,013 | 43,013 | 56,490 CHF | 57,143 CHF | 99.74% | 99.74% |
08/07/2024 | 1.27% | 1.31 CHF | 1.32 CHF | 96,000 | 96,000 | 42,548 | 42,548 | 58,975 CHF | 59,619 CHF | 99.32% | 99.32% |
05/07/2024 | 1.34% | 1.31 CHF | 1.32 CHF | 96,000 | 96,000 | 42,860 | 42,860 | 56,756 CHF | 57,404 CHF | 100.00% | 100.00% |
04/07/2024 | 1.51% | 1.31 CHF | 1.33 CHF | 39,000 | 39,000 | 31,054 | 31,054 | 40,708 CHF | 41,329 CHF | 99.63% | 99.63% |
03/07/2024 | 1.27% | 1.27 CHF | 1.28 CHF | 96,000 | 96,000 | 42,284 | 42,284 | 58,465 CHF | 59,106 CHF | 100.00% | 100.00% |
02/07/2024 | 1.38% | 1.25 CHF | 1.26 CHF | 96,000 | 96,000 | 42,778 | 42,778 | 55,143 CHF | 55,792 CHF | 100.00% | 100.00% |