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 | 1.28% | 0.76 CHF | 0.77 CHF | 107,000 | 107,000 | 105,091 | 105,091 | 81,651 CHF | 82,701 CHF | 100.00% | 100.00% |
12/07/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 105,000 | 105,000 | 105,325 | 105,325 | 81,640 CHF | 82,694 CHF | 100.00% | 100.00% |
11/07/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 107,000 | 107,000 | 106,581 | 106,581 | 81,146 CHF | 82,213 CHF | 100.00% | 100.00% |
10/07/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 107,000 | 107,000 | 106,617 | 106,617 | 81,888 CHF | 82,955 CHF | 100.00% | 100.00% |
09/07/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 107,000 | 107,000 | 107,668 | 107,668 | 80,141 CHF | 81,217 CHF | 100.00% | 100.00% |
08/07/2024 | 1.29% | 0.78 CHF | 0.79 CHF | 105,000 | 105,000 | 106,827 | 106,827 | 82,256 CHF | 83,325 CHF | 100.00% | 100.00% |
05/07/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 107,000 | 107,000 | 106,999 | 106,999 | 81,845 CHF | 82,915 CHF | 99.81% | 99.81% |
04/07/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 107,000 | 107,000 | 107,000 | 107,000 | 81,509 CHF | 82,579 CHF | 99.49% | 99.49% |
03/07/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 107,000 | 107,000 | 106,627 | 106,627 | 82,239 CHF | 83,306 CHF | 99.35% | 99.35% |
02/07/2024 | 1.43% | 0.76 CHF | 0.77 CHF | 107,000 | 107,000 | 102,151 | 102,151 | 77,717 CHF | 78,749 CHF | 100.00% | 100.00% |