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 | 2.62% | 1.53 CHF | 1.54 CHF | 61,000 | 61,000 | 24,082 | 24,082 | 34,593 CHF | 35,175 CHF | 98.96% | 98.96% |
12/07/2024 | 1.71% | 1.59 CHF | 1.60 CHF | 61,000 | 61,000 | 24,891 | 24,891 | 42,304 CHF | 42,853 CHF | 99.99% | 99.99% |
11/07/2024 | 2.14% | 1.73 CHF | 1.74 CHF | 63,000 | 63,000 | 25,126 | 25,126 | 43,684 CHF | 44,302 CHF | 99.82% | 99.82% |
10/07/2024 | 1.92% | 1.75 CHF | 1.76 CHF | 62,000 | 62,000 | 25,150 | 25,150 | 45,217 CHF | 45,800 CHF | 99.92% | 99.92% |
09/07/2024 | 2.26% | 1.61 CHF | 1.62 CHF | 61,000 | 61,000 | 24,754 | 24,754 | 38,584 CHF | 39,199 CHF | 99.64% | 99.64% |
08/07/2024 | 1.50% | 1.64 CHF | 1.65 CHF | 62,000 | 62,000 | 25,746 | 25,746 | 48,511 CHF | 49,085 CHF | 99.79% | 99.79% |
05/07/2024 | 1.45% | 2.27 CHF | 2.28 CHF | 67,000 | 67,000 | 26,516 | 26,516 | 57,117 CHF | 57,703 CHF | 99.71% | 99.71% |
04/07/2024 | 1.62% | 2.15 CHF | 2.18 CHF | 20,000 | 20,000 | 16,770 | 16,770 | 36,355 CHF | 36,934 CHF | 98.27% | 98.27% |
03/07/2024 | 1.38% | 2.21 CHF | 2.22 CHF | 66,000 | 66,000 | 26,947 | 26,947 | 60,945 CHF | 61,533 CHF | 98.78% | 98.78% |
02/07/2024 | 1.22% | 2.20 CHF | 2.21 CHF | 66,000 | 66,000 | 26,333 | 26,333 | 63,694 CHF | 64,262 CHF | 99.98% | 99.98% |