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 | 1.34% | 0.74 CHF | 0.75 CHF | 79,000 | 79,000 | 79,087 | 79,087 | 58,568 CHF | 59,359 CHF | 99.41% | 99.41% |
12/07/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 80,000 | 80,000 | 80,194 | 80,194 | 54,690 CHF | 55,492 CHF | 100.00% | 100.00% |
11/07/2024 | 1.52% | 0.70 CHF | 0.71 CHF | 80,000 | 80,000 | 80,887 | 80,887 | 53,005 CHF | 53,815 CHF | 99.82% | 99.82% |
10/07/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 82,000 | 82,000 | 81,881 | 81,881 | 48,747 CHF | 49,566 CHF | 100.00% | 100.00% |
09/07/2024 | 1.61% | 0.60 CHF | 0.61 CHF | 82,000 | 82,000 | 81,647 | 81,647 | 50,354 CHF | 51,170 CHF | 99.74% | 99.74% |
08/07/2024 | 1.60% | 0.60 CHF | 0.61 CHF | 82,000 | 82,000 | 81,624 | 81,624 | 50,642 CHF | 51,459 CHF | 99.42% | 99.42% |
05/07/2024 | 1.46% | 0.54 CHF | 0.55 CHF | 83,000 | 83,000 | 80,393 | 80,393 | 55,091 CHF | 55,895 CHF | 99.27% | 99.27% |
04/07/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 80,000 | 80,000 | 79,606 | 79,606 | 59,410 CHF | 60,206 CHF | 100.00% | 100.00% |
03/07/2024 | 1.59% | 0.65 CHF | 0.66 CHF | 81,000 | 81,000 | 81,630 | 81,630 | 50,886 CHF | 51,702 CHF | 100.00% | 100.00% |
02/07/2024 | 2.29% | 0.44 CHF | 0.45 CHF | 85,000 | 85,000 | 85,225 | 85,225 | 37,010 CHF | 37,862 CHF | 100.00% | 100.00% |