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 | 1.36% | 0.73 CHF | 0.74 CHF | 79,000 | 79,000 | 79,087 | 79,087 | 57,958 CHF | 58,749 CHF | 99.41% | 99.41% |
12/07/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 80,000 | 80,000 | 80,194 | 80,194 | 54,081 CHF | 54,882 CHF | 100.00% | 100.00% |
11/07/2024 | 1.54% | 0.69 CHF | 0.70 CHF | 80,000 | 80,000 | 80,890 | 80,890 | 52,423 CHF | 53,232 CHF | 99.82% | 99.82% |
10/07/2024 | 1.69% | 0.59 CHF | 0.60 CHF | 82,000 | 82,000 | 81,881 | 81,881 | 48,032 CHF | 48,851 CHF | 100.00% | 100.00% |
09/07/2024 | 1.63% | 0.59 CHF | 0.60 CHF | 82,000 | 82,000 | 81,647 | 81,647 | 49,685 CHF | 50,501 CHF | 99.73% | 99.73% |
08/07/2024 | 1.62% | 0.59 CHF | 0.60 CHF | 82,000 | 82,000 | 81,624 | 81,624 | 49,986 CHF | 50,803 CHF | 99.42% | 99.42% |
05/07/2024 | 1.47% | 0.54 CHF | 0.55 CHF | 83,000 | 83,000 | 80,393 | 80,393 | 54,482 CHF | 55,286 CHF | 99.29% | 99.29% |
04/07/2024 | 1.34% | 0.73 CHF | 0.74 CHF | 80,000 | 80,000 | 79,606 | 79,606 | 58,827 CHF | 59,623 CHF | 100.00% | 100.00% |
03/07/2024 | 1.61% | 0.64 CHF | 0.65 CHF | 81,000 | 81,000 | 81,630 | 81,630 | 50,180 CHF | 50,996 CHF | 100.00% | 100.00% |
02/07/2024 | 2.34% | 0.43 CHF | 0.44 CHF | 85,000 | 85,000 | 85,225 | 85,225 | 36,195 CHF | 37,047 CHF | 99.99% | 99.99% |