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 | 1.73% | 0.57 CHF | 0.58 CHF | 74,000 | 74,000 | 70,837 | 70,837 | 40,564 CHF | 41,272 CHF | 100.00% | 100.00% |
12/07/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 72,000 | 72,000 | 70,126 | 70,126 | 43,239 CHF | 43,940 CHF | 100.00% | 100.00% |
11/07/2024 | 1.62% | 0.60 CHF | 0.61 CHF | 72,000 | 72,000 | 70,086 | 70,086 | 42,970 CHF | 43,672 CHF | 100.00% | 100.00% |
10/07/2024 | 1.66% | 0.61 CHF | 0.62 CHF | 72,000 | 72,000 | 70,724 | 70,724 | 42,305 CHF | 43,012 CHF | 100.00% | 100.00% |
09/07/2024 | 1.62% | 0.59 CHF | 0.60 CHF | 74,000 | 74,000 | 70,619 | 70,619 | 43,183 CHF | 43,889 CHF | 100.00% | 100.00% |
08/07/2024 | 1.60% | 0.61 CHF | 0.62 CHF | 72,000 | 72,000 | 70,128 | 70,128 | 43,391 CHF | 44,092 CHF | 100.00% | 100.00% |
05/07/2024 | 1.54% | 0.63 CHF | 0.64 CHF | 72,000 | 72,000 | 70,120 | 70,120 | 45,277 CHF | 45,979 CHF | 99.81% | 99.81% |
04/07/2024 | 1.59% | 0.63 CHF | 0.64 CHF | 72,000 | 72,000 | 70,119 | 70,119 | 43,627 CHF | 44,328 CHF | 99.49% | 99.49% |
03/07/2024 | 1.67% | 0.61 CHF | 0.62 CHF | 72,000 | 72,000 | 71,637 | 71,637 | 42,663 CHF | 43,379 CHF | 99.37% | 99.37% |
02/07/2024 | 1.96% | 0.53 CHF | 0.54 CHF | 74,000 | 74,000 | 73,939 | 73,939 | 37,277 CHF | 38,016 CHF | 99.99% | 99.99% |