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 | 1.46% | 1.52 CHF | 1.54 CHF | 56,200 | 56,200 | 52,675 | 52,675 | 71,591 CHF | 72,644 CHF | 100.00% | 100.00% |
12/07/2024 | 1.57% | 1.31 CHF | 1.33 CHF | 53,800 | 53,800 | 53,800 | 53,800 | 68,029 CHF | 69,105 CHF | 100.00% | 100.00% |
11/07/2024 | 1.42% | 1.38 CHF | 1.40 CHF | 37,900 | 37,900 | 37,900 | 37,900 | 53,031 CHF | 53,789 CHF | 99.99% | 99.99% |
10/07/2024 | 1.09% | 1.77 CHF | 1.79 CHF | 39,600 | 39,600 | 39,600 | 39,600 | 72,456 CHF | 73,248 CHF | 99.99% | 99.99% |
09/07/2024 | 1.09% | 1.77 CHF | 1.79 CHF | 39,500 | 39,500 | 39,457 | 39,457 | 72,236 CHF | 73,026 CHF | 99.74% | 99.74% |
08/07/2024 | 1.60% | 1.84 CHF | 1.87 CHF | 36,300 | 36,300 | 36,300 | 36,300 | 67,419 CHF | 68,508 CHF | 99.31% | 99.31% |
05/07/2024 | 1.55% | 1.89 CHF | 1.92 CHF | 36,000 | 36,000 | 36,000 | 36,000 | 69,066 CHF | 70,146 CHF | 100.00% | 100.00% |
04/07/2024 | 1.44% | 2.00 CHF | 2.03 CHF | 29,000 | 29,000 | 29,000 | 29,000 | 59,902 CHF | 60,772 CHF | 99.65% | 99.65% |
03/07/2024 | 1.21% | 2.48 CHF | 2.51 CHF | 26,300 | 26,300 | 26,300 | 26,300 | 65,081 CHF | 65,870 CHF | 100.00% | 100.00% |
02/07/2024 | 1.13% | 2.59 CHF | 2.62 CHF | 26,000 | 26,000 | 26,000 | 26,000 | 68,465 CHF | 69,245 CHF | 99.99% | 99.99% |