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 | 2.31% | 1.72 CHF | 1.73 CHF | 61,000 | 61,000 | 24,083 | 24,083 | 39,152 CHF | 39,734 CHF | 98.96% | 98.96% |
12/07/2024 | 1.55% | 1.77 CHF | 1.78 CHF | 61,000 | 61,000 | 24,891 | 24,891 | 47,017 CHF | 47,565 CHF | 99.99% | 99.99% |
11/07/2024 | 1.93% | 1.92 CHF | 1.93 CHF | 63,000 | 63,000 | 25,129 | 25,129 | 48,448 CHF | 49,066 CHF | 99.83% | 99.83% |
10/07/2024 | 1.73% | 1.94 CHF | 1.95 CHF | 62,000 | 62,000 | 25,151 | 25,151 | 49,997 CHF | 50,580 CHF | 99.92% | 99.92% |
09/07/2024 | 2.02% | 1.80 CHF | 1.81 CHF | 61,000 | 61,000 | 24,753 | 24,753 | 43,283 CHF | 43,899 CHF | 99.64% | 99.64% |
08/07/2024 | 1.38% | 1.83 CHF | 1.84 CHF | 62,000 | 62,000 | 25,745 | 25,745 | 53,382 CHF | 53,956 CHF | 99.79% | 99.79% |
05/07/2024 | 1.33% | 2.46 CHF | 2.47 CHF | 67,000 | 67,000 | 26,513 | 26,513 | 62,149 CHF | 62,734 CHF | 99.70% | 99.70% |
04/07/2024 | 1.49% | 2.34 CHF | 2.37 CHF | 20,000 | 20,000 | 16,770 | 16,770 | 39,549 CHF | 40,127 CHF | 98.27% | 98.27% |
03/07/2024 | 1.27% | 2.41 CHF | 2.42 CHF | 66,000 | 66,000 | 26,947 | 26,947 | 66,085 CHF | 66,673 CHF | 98.78% | 98.78% |
02/07/2024 | 1.14% | 2.39 CHF | 2.40 CHF | 66,000 | 66,000 | 26,336 | 26,336 | 68,729 CHF | 69,298 CHF | 99.99% | 99.99% |