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 | 1.51% | 2.24 CHF | 2.25 CHF | 61,000 | 61,000 | 24,079 | 24,079 | 56,048 CHF | 56,629 CHF | 98.95% | 98.95% |
12/07/2024 | 1.58% | 2.19 CHF | 2.20 CHF | 61,000 | 61,000 | 24,894 | 24,894 | 51,598 CHF | 52,146 CHF | 100.00% | 100.00% |
11/07/2024 | 1.75% | 2.04 CHF | 2.05 CHF | 63,000 | 63,000 | 25,129 | 25,129 | 50,998 CHF | 51,616 CHF | 99.83% | 99.83% |
10/07/2024 | 1.66% | 2.05 CHF | 2.06 CHF | 62,000 | 62,000 | 25,151 | 25,151 | 50,011 CHF | 50,594 CHF | 99.92% | 99.92% |
09/07/2024 | 1.66% | 2.19 CHF | 2.20 CHF | 61,000 | 61,000 | 24,753 | 24,753 | 55,041 CHF | 55,656 CHF | 99.64% | 99.64% |
08/07/2024 | 1.82% | 2.16 CHF | 2.17 CHF | 62,000 | 62,000 | 25,746 | 25,746 | 48,782 CHF | 49,356 CHF | 99.79% | 99.79% |
05/07/2024 | 1.88% | 1.52 CHF | 1.53 CHF | 67,000 | 67,000 | 26,518 | 26,518 | 43,362 CHF | 43,948 CHF | 99.72% | 99.72% |
04/07/2024 | 2.16% | 1.63 CHF | 1.66 CHF | 20,000 | 20,000 | 16,770 | 16,770 | 27,142 CHF | 27,720 CHF | 98.33% | 98.33% |
03/07/2024 | 1.96% | 1.60 CHF | 1.61 CHF | 66,000 | 66,000 | 26,872 | 26,872 | 41,483 CHF | 42,071 CHF | 98.60% | 98.60% |
02/07/2024 | 2.43% | 1.62 CHF | 1.63 CHF | 66,000 | 66,000 | 26,336 | 26,336 | 36,752 CHF | 37,320 CHF | 99.99% | 99.99% |