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 | 1.05% | 0.94 CHF | 0.95 CHF | 107,000 | 107,000 | 105,091 | 105,091 | 99,770 CHF | 100,821 CHF | 100.00% | 100.00% |
12/07/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 105,000 | 105,000 | 105,326 | 105,326 | 99,792 CHF | 100,845 CHF | 100.00% | 100.00% |
11/07/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 107,000 | 107,000 | 106,581 | 106,581 | 99,465 CHF | 100,531 CHF | 100.00% | 100.00% |
10/07/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 107,000 | 107,000 | 106,617 | 106,617 | 99,586 CHF | 100,652 CHF | 100.00% | 100.00% |
09/07/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 107,000 | 107,000 | 107,668 | 107,668 | 98,009 CHF | 99,085 CHF | 100.00% | 100.00% |
08/07/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 105,000 | 105,000 | 106,826 | 106,826 | 100,045 CHF | 101,113 CHF | 100.00% | 100.00% |
05/07/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 107,000 | 107,000 | 106,999 | 106,999 | 100,220 CHF | 101,290 CHF | 99.82% | 99.82% |
04/07/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 107,000 | 107,000 | 107,000 | 107,000 | 100,026 CHF | 101,096 CHF | 99.50% | 99.50% |
03/07/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 107,000 | 107,000 | 106,627 | 106,627 | 100,500 CHF | 101,566 CHF | 99.36% | 99.36% |
02/07/2024 | 1.17% | 0.93 CHF | 0.94 CHF | 107,000 | 107,000 | 102,151 | 102,151 | 95,227 CHF | 96,259 CHF | 100.00% | 100.00% |