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 | 2.05% | 0.93 CHF | 0.94 CHF | 69,000 | 69,000 | 28,164 | 28,164 | 24,812 CHF | 25,223 CHF | 98.24% | 98.24% |
12/07/2024 | 1.78% | 0.87 CHF | 0.88 CHF | 70,000 | 70,000 | 31,599 | 31,599 | 27,276 CHF | 27,688 CHF | 99.99% | 99.99% |
11/07/2024 | 1.81% | 0.87 CHF | 0.88 CHF | 70,000 | 70,000 | 31,561 | 31,561 | 26,884 CHF | 27,296 CHF | 100.00% | 100.00% |
10/07/2024 | 1.94% | 0.81 CHF | 0.82 CHF | 70,000 | 70,000 | 31,852 | 31,852 | 25,294 CHF | 25,709 CHF | 100.00% | 100.00% |
09/07/2024 | 2.09% | 0.74 CHF | 0.75 CHF | 72,000 | 72,000 | 32,260 | 32,260 | 23,373 CHF | 23,792 CHF | 100.00% | 100.00% |
08/07/2024 | 2.10% | 0.79 CHF | 0.80 CHF | 71,000 | 71,000 | 32,059 | 32,059 | 24,228 CHF | 24,645 CHF | 100.00% | 100.00% |
05/07/2024 | 2.03% | 0.70 CHF | 0.71 CHF | 72,000 | 72,000 | 32,136 | 32,136 | 23,694 CHF | 24,112 CHF | 99.62% | 99.62% |
04/07/2024 | 1.97% | 0.78 CHF | 0.79 CHF | 29,000 | 29,000 | 23,156 | 23,156 | 17,933 CHF | 18,260 CHF | 99.60% | 99.60% |
03/07/2024 | 2.06% | 0.76 CHF | 0.77 CHF | 71,000 | 71,000 | 32,037 | 32,037 | 24,019 CHF | 24,436 CHF | 100.00% | 100.00% |
02/07/2024 | 2.19% | 0.70 CHF | 0.71 CHF | 72,000 | 72,000 | 32,274 | 32,274 | 22,698 CHF | 23,117 CHF | 100.00% | 100.00% |