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 | 2.43% | 0.99 CHF | 1.00 CHF | 120,000 | 120,000 | 54,047 | 54,047 | 52,676 CHF | 53,652 CHF | 100.00% | 100.00% |
12/07/2024 | 1.77% | 0.98 CHF | 0.99 CHF | 120,000 | 120,000 | 54,678 | 54,678 | 55,066 CHF | 55,896 CHF | 100.00% | 100.00% |
11/07/2024 | 1.69% | 1.05 CHF | 1.06 CHF | 122,000 | 122,000 | 55,184 | 55,184 | 58,038 CHF | 58,875 CHF | 99.82% | 99.82% |
10/07/2024 | 1.72% | 1.06 CHF | 1.07 CHF | 122,000 | 122,000 | 54,892 | 54,892 | 57,403 CHF | 58,236 CHF | 100.00% | 100.00% |
09/07/2024 | 2.38% | 1.01 CHF | 1.02 CHF | 120,000 | 120,000 | 53,763 | 53,763 | 52,618 CHF | 53,591 CHF | 99.73% | 99.73% |
08/07/2024 | 2.58% | 0.93 CHF | 0.94 CHF | 118,000 | 118,000 | 53,240 | 53,240 | 48,229 CHF | 49,197 CHF | 100.00% | 100.00% |
05/07/2024 | 2.60% | 0.92 CHF | 0.93 CHF | 118,000 | 118,000 | 52,340 | 52,340 | 47,245 CHF | 48,192 CHF | 99.81% | 99.81% |
04/07/2024 | 2.82% | 0.89 CHF | 0.91 CHF | 47,000 | 47,000 | 37,435 | 37,435 | 33,199 CHF | 34,102 CHF | 99.98% | 99.98% |
03/07/2024 | 2.65% | 0.90 CHF | 0.91 CHF | 116,000 | 116,000 | 52,038 | 52,038 | 45,491 CHF | 46,434 CHF | 99.98% | 99.98% |
02/07/2024 | 2.67% | 0.88 CHF | 0.89 CHF | 116,000 | 116,000 | 51,750 | 51,750 | 45,071 CHF | 46,008 CHF | 100.00% | 100.00% |