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 | 2.46% | 1.19 CHF | 1.22 CHF | 36,200 | 36,200 | 36,200 | 36,200 | 43,528 CHF | 44,614 CHF | 100.00% | 100.00% |
12/07/2024 | 2.21% | 1.26 CHF | 1.29 CHF | 33,700 | 33,700 | 34,266 | 34,266 | 46,129 CHF | 47,157 CHF | 100.00% | 100.00% |
11/07/2024 | 1.61% | 1.31 CHF | 1.33 CHF | 38,400 | 38,400 | 37,849 | 37,849 | 46,702 CHF | 47,459 CHF | 99.98% | 99.98% |
10/07/2024 | 2.25% | 1.23 CHF | 1.26 CHF | 36,600 | 36,600 | 37,022 | 37,022 | 49,007 CHF | 50,117 CHF | 100.00% | 100.00% |
09/07/2024 | 1.69% | 1.24 CHF | 1.26 CHF | 39,400 | 39,400 | 39,179 | 39,179 | 46,065 CHF | 46,849 CHF | 99.74% | 99.74% |
08/07/2024 | 2.38% | 1.17 CHF | 1.20 CHF | 36,300 | 36,300 | 36,420 | 36,420 | 45,460 CHF | 46,552 CHF | 99.27% | 99.27% |
05/07/2024 | 2.41% | 1.28 CHF | 1.31 CHF | 31,600 | 31,600 | 31,642 | 31,642 | 38,944 CHF | 39,893 CHF | 100.00% | 100.00% |
04/07/2024 | 2.25% | 1.39 CHF | 1.42 CHF | 34,400 | 34,400 | 33,999 | 33,999 | 44,935 CHF | 45,955 CHF | 99.55% | 99.55% |
03/07/2024 | 2.26% | 1.34 CHF | 1.37 CHF | 33,700 | 33,700 | 33,424 | 33,424 | 43,879 CHF | 44,882 CHF | 100.00% | 100.00% |
02/07/2024 | 2.05% | 1.35 CHF | 1.38 CHF | 30,900 | 30,900 | 30,980 | 30,980 | 44,900 CHF | 45,830 CHF | 99.98% | 99.98% |