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 | 0.94% | 1.04 CHF | 1.05 CHF | 107,000 | 107,000 | 105,091 | 105,091 | 111,232 CHF | 112,283 CHF | 100.00% | 100.00% |
12/07/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 105,000 | 105,000 | 105,325 | 105,325 | 111,260 CHF | 112,314 CHF | 100.00% | 100.00% |
11/07/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 107,000 | 107,000 | 106,581 | 106,581 | 111,076 CHF | 112,143 CHF | 100.00% | 100.00% |
10/07/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 107,000 | 107,000 | 106,617 | 106,617 | 111,131 CHF | 112,197 CHF | 100.00% | 100.00% |
09/07/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 107,000 | 107,000 | 107,668 | 107,668 | 109,719 CHF | 110,795 CHF | 100.00% | 100.00% |
08/07/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 105,000 | 105,000 | 106,827 | 106,827 | 111,627 CHF | 112,695 CHF | 100.00% | 100.00% |
05/07/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 107,000 | 107,000 | 106,999 | 106,999 | 111,032 CHF | 112,102 CHF | 99.82% | 99.82% |
04/07/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 107,000 | 107,000 | 107,000 | 107,000 | 111,183 CHF | 112,253 CHF | 99.49% | 99.49% |
03/07/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 107,000 | 107,000 | 106,627 | 106,627 | 111,545 CHF | 112,611 CHF | 99.37% | 99.37% |
02/07/2024 | 1.06% | 1.03 CHF | 1.04 CHF | 107,000 | 107,000 | 102,151 | 102,151 | 105,717 CHF | 106,749 CHF | 100.00% | 100.00% |