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 | 1.40% | 1.32 CHF | 1.33 CHF | 124,000 | 124,000 | 55,331 | 55,331 | 71,665 CHF | 72,502 CHF | 100.00% | 100.00% |
12/07/2024 | 1.42% | 1.25 CHF | 1.26 CHF | 120,000 | 120,000 | 54,571 | 54,571 | 68,833 CHF | 69,659 CHF | 100.00% | 100.00% |
11/07/2024 | 1.37% | 1.27 CHF | 1.28 CHF | 122,000 | 122,000 | 55,044 | 55,044 | 71,233 CHF | 72,068 CHF | 99.84% | 99.84% |
10/07/2024 | 1.36% | 1.35 CHF | 1.36 CHF | 124,000 | 124,000 | 55,242 | 55,242 | 73,107 CHF | 73,943 CHF | 100.00% | 100.00% |
09/07/2024 | 1.40% | 1.27 CHF | 1.28 CHF | 120,000 | 120,000 | 54,670 | 54,670 | 69,492 CHF | 70,322 CHF | 99.73% | 99.73% |
08/07/2024 | 1.97% | 1.27 CHF | 1.28 CHF | 122,000 | 122,000 | 53,734 | 53,734 | 64,505 CHF | 65,477 CHF | 100.00% | 100.00% |
05/07/2024 | 1.97% | 1.19 CHF | 1.20 CHF | 118,000 | 118,000 | 53,096 | 53,096 | 62,681 CHF | 63,648 CHF | 99.70% | 99.70% |
04/07/2024 | 2.12% | 1.17 CHF | 1.19 CHF | 48,000 | 48,000 | 38,293 | 38,293 | 45,348 CHF | 46,273 CHF | 99.81% | 99.81% |
03/07/2024 | 1.99% | 1.20 CHF | 1.21 CHF | 118,000 | 118,000 | 52,483 | 52,483 | 61,665 CHF | 62,613 CHF | 100.00% | 100.00% |
02/07/2024 | 2.03% | 1.17 CHF | 1.18 CHF | 116,000 | 116,000 | 52,126 | 52,126 | 60,131 CHF | 61,075 CHF | 100.00% | 100.00% |