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 | 1.22% | 1.37 CHF | 1.38 CHF | 94,000 | 94,000 | 41,198 | 41,198 | 58,083 CHF | 58,702 CHF | 100.00% | 100.00% |
12/07/2024 | 1.19% | 1.50 CHF | 1.51 CHF | 90,000 | 90,000 | 39,489 | 39,489 | 62,864 CHF | 63,468 CHF | 100.00% | 100.00% |
11/07/2024 | 1.36% | 1.42 CHF | 1.43 CHF | 92,000 | 92,000 | 41,757 | 41,757 | 56,994 CHF | 57,629 CHF | 99.97% | 99.97% |
10/07/2024 | 1.48% | 1.19 CHF | 1.20 CHF | 96,000 | 96,000 | 43,063 | 43,063 | 51,565 CHF | 52,218 CHF | 99.90% | 99.90% |
09/07/2024 | 1.46% | 1.18 CHF | 1.19 CHF | 96,000 | 96,000 | 43,013 | 43,013 | 52,457 CHF | 53,109 CHF | 99.73% | 99.73% |
08/07/2024 | 1.36% | 1.22 CHF | 1.23 CHF | 96,000 | 96,000 | 42,551 | 42,551 | 55,029 CHF | 55,673 CHF | 99.31% | 99.31% |
05/07/2024 | 1.43% | 1.22 CHF | 1.23 CHF | 96,000 | 96,000 | 42,855 | 42,855 | 52,762 CHF | 53,411 CHF | 99.99% | 99.99% |
04/07/2024 | 1.63% | 1.21 CHF | 1.23 CHF | 39,000 | 39,000 | 31,053 | 31,053 | 37,843 CHF | 38,464 CHF | 99.64% | 99.64% |
03/07/2024 | 1.36% | 1.18 CHF | 1.19 CHF | 96,000 | 96,000 | 42,284 | 42,284 | 54,578 CHF | 55,219 CHF | 100.00% | 100.00% |
02/07/2024 | 1.49% | 1.16 CHF | 1.17 CHF | 96,000 | 96,000 | 42,778 | 42,778 | 51,163 CHF | 51,812 CHF | 100.00% | 100.00% |