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 | 3.24% | 0.49 CHF | 0.50 CHF | 69,000 | 69,000 | 28,143 | 28,143 | 15,127 CHF | 15,538 CHF | 98.24% | 98.24% |
12/07/2024 | 2.75% | 0.55 CHF | 0.56 CHF | 70,000 | 70,000 | 31,598 | 31,598 | 17,628 CHF | 18,041 CHF | 100.00% | 100.00% |
11/07/2024 | 2.66% | 0.55 CHF | 0.56 CHF | 70,000 | 70,000 | 31,555 | 31,555 | 18,006 CHF | 18,418 CHF | 99.99% | 99.99% |
10/07/2024 | 2.43% | 0.62 CHF | 0.63 CHF | 70,000 | 70,000 | 31,836 | 31,836 | 20,099 CHF | 20,513 CHF | 100.00% | 100.00% |
09/07/2024 | 2.21% | 0.69 CHF | 0.70 CHF | 72,000 | 72,000 | 32,256 | 32,256 | 22,640 CHF | 23,059 CHF | 100.00% | 100.00% |
08/07/2024 | 2.21% | 0.64 CHF | 0.65 CHF | 71,000 | 71,000 | 32,053 | 32,053 | 21,475 CHF | 21,891 CHF | 99.99% | 99.99% |
05/07/2024 | 2.29% | 0.73 CHF | 0.74 CHF | 72,000 | 72,000 | 32,244 | 32,244 | 22,308 CHF | 22,726 CHF | 99.89% | 99.89% |
04/07/2024 | 2.28% | 0.65 CHF | 0.66 CHF | 29,000 | 29,000 | 23,136 | 23,136 | 15,233 CHF | 15,560 CHF | 100.00% | 100.00% |
03/07/2024 | 2.22% | 0.68 CHF | 0.69 CHF | 71,000 | 71,000 | 32,036 | 32,036 | 21,956 CHF | 22,373 CHF | 100.00% | 100.00% |
02/07/2024 | 2.08% | 0.74 CHF | 0.75 CHF | 72,000 | 72,000 | 32,273 | 32,273 | 23,746 CHF | 24,165 CHF | 100.00% | 100.00% |