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 | 1.18% | 0.83 CHF | 0.84 CHF | 107,000 | 107,000 | 105,091 | 105,091 | 88,623 CHF | 89,674 CHF | 100.00% | 100.00% |
12/07/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 105,000 | 105,000 | 105,325 | 105,325 | 88,724 CHF | 89,777 CHF | 100.00% | 100.00% |
11/07/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 107,000 | 107,000 | 106,584 | 106,584 | 88,283 CHF | 89,350 CHF | 99.99% | 99.99% |
10/07/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 107,000 | 107,000 | 106,617 | 106,617 | 88,450 CHF | 89,516 CHF | 100.00% | 100.00% |
09/07/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 107,000 | 107,000 | 107,668 | 107,668 | 86,818 CHF | 87,894 CHF | 100.00% | 100.00% |
08/07/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 105,000 | 105,000 | 106,826 | 106,826 | 88,888 CHF | 89,956 CHF | 100.00% | 100.00% |
05/07/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 107,000 | 107,000 | 106,999 | 106,999 | 88,476 CHF | 89,546 CHF | 99.81% | 99.81% |
04/07/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 107,000 | 107,000 | 107,000 | 107,000 | 88,313 CHF | 89,383 CHF | 99.49% | 99.49% |
03/07/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 107,000 | 107,000 | 106,627 | 106,627 | 88,806 CHF | 89,872 CHF | 99.37% | 99.37% |
02/07/2024 | 1.33% | 0.82 CHF | 0.83 CHF | 107,000 | 107,000 | 102,151 | 102,151 | 84,044 CHF | 85,076 CHF | 100.00% | 100.00% |