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 | 1.49% | 0.66 CHF | 0.67 CHF | 80,000 | 80,000 | 35,786 | 35,786 | 23,872 CHF | 24,230 CHF | 99.99% | 99.99% |
12/07/2024 | 1.46% | 0.67 CHF | 0.68 CHF | 80,000 | 80,000 | 35,075 | 35,075 | 25,120 CHF | 25,474 CHF | 100.00% | 100.00% |
11/07/2024 | 1.86% | 0.63 CHF | 0.64 CHF | 80,000 | 80,000 | 35,616 | 35,616 | 20,346 CHF | 20,703 CHF | 100.00% | 100.00% |
10/07/2024 | 2.03% | 0.50 CHF | 0.51 CHF | 82,000 | 82,000 | 36,813 | 36,813 | 18,556 CHF | 18,925 CHF | 99.90% | 99.90% |
09/07/2024 | 2.62% | 0.47 CHF | 0.48 CHF | 84,000 | 84,000 | 35,675 | 35,675 | 16,975 CHF | 17,348 CHF | 99.70% | 99.70% |
08/07/2024 | 2.19% | 0.46 CHF | 0.47 CHF | 84,000 | 84,000 | 36,470 | 36,470 | 17,728 CHF | 18,104 CHF | 99.32% | 99.32% |
05/07/2024 | 2.02% | 0.46 CHF | 0.47 CHF | 84,000 | 84,000 | 37,463 | 37,463 | 18,077 CHF | 18,453 CHF | 99.90% | 99.90% |
04/07/2024 | 1.98% | 0.48 CHF | 0.49 CHF | 33,000 | 33,000 | 26,668 | 26,668 | 13,353 CHF | 13,619 CHF | 99.57% | 99.57% |
03/07/2024 | 2.55% | 0.46 CHF | 0.47 CHF | 84,000 | 84,000 | 34,868 | 34,868 | 16,303 CHF | 16,679 CHF | 100.00% | 100.00% |
02/07/2024 | 2.46% | 0.41 CHF | 0.42 CHF | 84,000 | 84,000 | 37,447 | 37,447 | 15,553 CHF | 15,930 CHF | 100.00% | 100.00% |