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 | 1.65% | 0.61 CHF | 0.62 CHF | 79,000 | 79,000 | 79,087 | 79,087 | 47,568 CHF | 48,359 CHF | 99.41% | 99.41% |
12/07/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 80,000 | 80,000 | 80,194 | 80,194 | 52,985 CHF | 53,787 CHF | 100.00% | 100.00% |
11/07/2024 | 1.45% | 0.64 CHF | 0.65 CHF | 80,000 | 80,000 | 80,888 | 80,888 | 55,572 CHF | 56,381 CHF | 99.83% | 99.83% |
10/07/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 82,000 | 82,000 | 81,881 | 81,881 | 60,823 CHF | 61,641 CHF | 100.00% | 100.00% |
09/07/2024 | 1.37% | 0.74 CHF | 0.75 CHF | 82,000 | 82,000 | 81,648 | 81,648 | 59,083 CHF | 59,900 CHF | 99.78% | 99.78% |
08/07/2024 | 1.38% | 0.74 CHF | 0.75 CHF | 82,000 | 82,000 | 81,624 | 81,624 | 58,769 CHF | 59,585 CHF | 99.42% | 99.42% |
05/07/2024 | 1.51% | 0.80 CHF | 0.81 CHF | 83,000 | 83,000 | 80,392 | 80,392 | 53,077 CHF | 53,881 CHF | 99.29% | 99.29% |
04/07/2024 | 1.65% | 0.61 CHF | 0.62 CHF | 80,000 | 80,000 | 79,606 | 79,606 | 47,868 CHF | 48,664 CHF | 100.00% | 100.00% |
03/07/2024 | 1.38% | 0.70 CHF | 0.71 CHF | 81,000 | 81,000 | 81,630 | 81,630 | 58,949 CHF | 59,765 CHF | 100.00% | 100.00% |
02/07/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 85,000 | 85,000 | 85,225 | 85,225 | 77,137 CHF | 77,990 CHF | 99.99% | 99.99% |