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 | 1.86% | 2.10 CHF | 2.11 CHF | 61,000 | 61,000 | 24,079 | 24,079 | 48,175 CHF | 48,757 CHF | 98.95% | 98.95% |
12/07/2024 | 1.31% | 2.15 CHF | 2.16 CHF | 61,000 | 61,000 | 24,894 | 24,894 | 56,350 CHF | 56,899 CHF | 100.00% | 100.00% |
11/07/2024 | 1.61% | 2.30 CHF | 2.31 CHF | 63,000 | 63,000 | 25,120 | 25,120 | 57,842 CHF | 58,460 CHF | 99.80% | 99.80% |
10/07/2024 | 1.45% | 2.32 CHF | 2.33 CHF | 62,000 | 62,000 | 25,151 | 25,151 | 59,467 CHF | 60,050 CHF | 99.92% | 99.92% |
09/07/2024 | 1.67% | 2.17 CHF | 2.18 CHF | 61,000 | 61,000 | 24,749 | 24,749 | 52,594 CHF | 53,209 CHF | 99.63% | 99.63% |
08/07/2024 | 1.18% | 2.20 CHF | 2.21 CHF | 62,000 | 62,000 | 25,764 | 25,764 | 63,087 CHF | 63,660 CHF | 99.63% | 99.63% |
05/07/2024 | 1.14% | 2.84 CHF | 2.85 CHF | 67,000 | 67,000 | 26,516 | 26,516 | 72,135 CHF | 72,721 CHF | 99.71% | 99.71% |
04/07/2024 | 1.28% | 2.72 CHF | 2.75 CHF | 20,000 | 20,000 | 16,766 | 16,766 | 45,867 CHF | 46,446 CHF | 98.16% | 98.16% |
03/07/2024 | 1.10% | 2.78 CHF | 2.79 CHF | 66,000 | 66,000 | 26,947 | 26,947 | 76,268 CHF | 76,856 CHF | 98.78% | 98.78% |
02/07/2024 | 1.00% | 2.77 CHF | 2.78 CHF | 66,000 | 66,000 | 26,340 | 26,340 | 78,716 CHF | 79,285 CHF | 100.00% | 100.00% |