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 | 0.90% | 2.04 CHF | 2.05 CHF | 124,000 | 124,000 | 55,331 | 55,331 | 111,769 CHF | 112,606 CHF | 100.00% | 100.00% |
12/07/2024 | 0.90% | 1.97 CHF | 1.98 CHF | 120,000 | 120,000 | 54,566 | 54,566 | 108,404 CHF | 109,229 CHF | 99.99% | 99.99% |
11/07/2024 | 0.88% | 1.99 CHF | 2.00 CHF | 122,000 | 122,000 | 55,045 | 55,045 | 111,190 CHF | 112,025 CHF | 99.85% | 99.85% |
10/07/2024 | 0.88% | 2.08 CHF | 2.09 CHF | 124,000 | 124,000 | 55,243 | 55,243 | 113,343 CHF | 114,179 CHF | 100.00% | 100.00% |
09/07/2024 | 0.90% | 1.99 CHF | 2.00 CHF | 120,000 | 120,000 | 54,669 | 54,669 | 109,217 CHF | 110,048 CHF | 99.74% | 99.74% |
08/07/2024 | 1.22% | 2.00 CHF | 2.01 CHF | 122,000 | 122,000 | 53,736 | 53,736 | 103,624 CHF | 104,597 CHF | 100.00% | 100.00% |
05/07/2024 | 1.22% | 1.92 CHF | 1.93 CHF | 118,000 | 118,000 | 53,099 | 53,099 | 101,373 CHF | 102,341 CHF | 99.70% | 99.70% |
04/07/2024 | 1.32% | 1.90 CHF | 1.92 CHF | 48,000 | 48,000 | 38,293 | 38,293 | 73,253 CHF | 74,178 CHF | 99.81% | 99.81% |
03/07/2024 | 1.23% | 1.93 CHF | 1.94 CHF | 118,000 | 118,000 | 52,483 | 52,483 | 99,979 CHF | 100,926 CHF | 100.00% | 100.00% |
02/07/2024 | 1.24% | 1.90 CHF | 1.91 CHF | 116,000 | 116,000 | 52,127 | 52,127 | 98,307 CHF | 99,251 CHF | 100.00% | 100.00% |