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 | 1.33% | 0.74 CHF | 0.75 CHF | 107,000 | 107,000 | 105,091 | 105,091 | 78,791 CHF | 79,842 CHF | 100.00% | 100.00% |
12/07/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 105,000 | 105,000 | 105,325 | 105,325 | 79,379 CHF | 80,432 CHF | 100.00% | 100.00% |
11/07/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 107,000 | 107,000 | 106,581 | 106,581 | 78,836 CHF | 79,902 CHF | 100.00% | 100.00% |
10/07/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 107,000 | 107,000 | 106,617 | 106,617 | 79,021 CHF | 80,087 CHF | 100.00% | 100.00% |
09/07/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 107,000 | 107,000 | 107,668 | 107,668 | 77,316 CHF | 78,392 CHF | 99.99% | 99.99% |
08/07/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 105,000 | 105,000 | 106,826 | 106,826 | 79,464 CHF | 80,532 CHF | 100.00% | 100.00% |
05/07/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 107,000 | 107,000 | 106,999 | 106,999 | 78,879 CHF | 79,949 CHF | 99.82% | 99.82% |
04/07/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 107,000 | 107,000 | 107,000 | 107,000 | 78,924 CHF | 79,994 CHF | 99.50% | 99.50% |
03/07/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 107,000 | 107,000 | 106,627 | 106,627 | 79,384 CHF | 80,450 CHF | 99.35% | 99.35% |
02/07/2024 | 1.49% | 0.73 CHF | 0.74 CHF | 107,000 | 107,000 | 102,151 | 102,151 | 75,012 CHF | 76,045 CHF | 100.00% | 100.00% |