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 | 1.32% | 2.59 CHF | 2.60 CHF | 61,000 | 61,000 | 24,079 | 24,079 | 64,420 CHF | 65,001 CHF | 98.95% | 98.95% |
12/07/2024 | 1.34% | 2.54 CHF | 2.55 CHF | 61,000 | 61,000 | 24,894 | 24,894 | 60,246 CHF | 60,794 CHF | 100.00% | 100.00% |
11/07/2024 | 1.50% | 2.39 CHF | 2.40 CHF | 63,000 | 63,000 | 25,115 | 25,115 | 59,701 CHF | 60,320 CHF | 99.79% | 99.79% |
10/07/2024 | 1.42% | 2.40 CHF | 2.41 CHF | 62,000 | 62,000 | 25,151 | 25,151 | 58,787 CHF | 59,370 CHF | 99.92% | 99.92% |
09/07/2024 | 1.43% | 2.54 CHF | 2.55 CHF | 61,000 | 61,000 | 24,750 | 24,750 | 63,656 CHF | 64,272 CHF | 99.63% | 99.63% |
08/07/2024 | 1.51% | 2.50 CHF | 2.51 CHF | 62,000 | 62,000 | 25,744 | 25,744 | 57,727 CHF | 58,301 CHF | 99.79% | 99.79% |
05/07/2024 | 1.56% | 1.87 CHF | 1.88 CHF | 67,000 | 67,000 | 26,518 | 26,518 | 52,607 CHF | 53,192 CHF | 99.71% | 99.71% |
04/07/2024 | 1.78% | 1.98 CHF | 2.01 CHF | 20,000 | 20,000 | 16,769 | 16,769 | 32,994 CHF | 33,573 CHF | 98.33% | 98.33% |
03/07/2024 | 1.61% | 1.94 CHF | 1.95 CHF | 66,000 | 66,000 | 26,872 | 26,872 | 50,876 CHF | 51,464 CHF | 98.60% | 98.60% |
02/07/2024 | 1.90% | 1.97 CHF | 1.98 CHF | 66,000 | 66,000 | 26,336 | 26,336 | 45,981 CHF | 46,549 CHF | 99.99% | 99.99% |