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 | 1.81% | 0.55 CHF | 0.56 CHF | 79,000 | 79,000 | 79,088 | 79,088 | 43,332 CHF | 44,123 CHF | 99.41% | 99.41% |
12/07/2024 | 1.64% | 0.61 CHF | 0.62 CHF | 80,000 | 80,000 | 80,194 | 80,194 | 48,633 CHF | 49,435 CHF | 100.00% | 100.00% |
11/07/2024 | 1.58% | 0.59 CHF | 0.60 CHF | 80,000 | 80,000 | 80,888 | 80,888 | 51,244 CHF | 52,054 CHF | 99.84% | 99.84% |
10/07/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 82,000 | 82,000 | 81,881 | 81,881 | 56,437 CHF | 57,256 CHF | 100.00% | 100.00% |
09/07/2024 | 1.48% | 0.69 CHF | 0.70 CHF | 82,000 | 82,000 | 81,647 | 81,647 | 54,742 CHF | 55,559 CHF | 99.73% | 99.73% |
08/07/2024 | 1.49% | 0.69 CHF | 0.70 CHF | 82,000 | 82,000 | 81,624 | 81,624 | 54,450 CHF | 55,266 CHF | 99.40% | 99.40% |
05/07/2024 | 1.65% | 0.74 CHF | 0.75 CHF | 83,000 | 83,000 | 80,393 | 80,393 | 48,789 CHF | 49,593 CHF | 99.27% | 99.27% |
04/07/2024 | 1.81% | 0.56 CHF | 0.57 CHF | 80,000 | 80,000 | 79,606 | 79,606 | 43,705 CHF | 44,501 CHF | 100.00% | 100.00% |
03/07/2024 | 1.49% | 0.64 CHF | 0.65 CHF | 81,000 | 81,000 | 81,630 | 81,630 | 54,525 CHF | 55,341 CHF | 100.00% | 100.00% |
02/07/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 85,000 | 85,000 | 85,225 | 85,225 | 72,506 CHF | 73,358 CHF | 99.99% | 99.99% |