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 | 0.86% | 1.16 CHF | 1.17 CHF | 91,000 | 91,000 | 91,000 | 91,000 | 105,208 CHF | 106,118 CHF | 100.00% | 100.00% |
12/07/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 92,500 | 92,500 | 92,500 | 92,500 | 108,014 CHF | 108,939 CHF | 99.90% | 99.90% |
11/07/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 93,300 | 93,300 | 93,300 | 93,300 | 105,848 CHF | 106,781 CHF | 99.99% | 99.99% |
10/07/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 96,300 | 96,300 | 96,300 | 96,300 | 107,878 CHF | 108,841 CHF | 100.00% | 100.00% |
09/07/2024 | 0.91% | 1.07 CHF | 1.08 CHF | 92,800 | 92,800 | 92,800 | 92,800 | 101,640 CHF | 102,568 CHF | 100.00% | 100.00% |
08/07/2024 | 0.86% | 1.13 CHF | 1.14 CHF | 93,100 | 93,100 | 93,100 | 93,100 | 107,761 CHF | 108,692 CHF | 100.00% | 100.00% |
05/07/2024 | 0.86% | 1.12 CHF | 1.13 CHF | 92,000 | 92,000 | 92,000 | 92,000 | 106,254 CHF | 107,174 CHF | 100.00% | 100.00% |
04/07/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 95,500 | 95,500 | 95,500 | 95,500 | 111,923 CHF | 112,878 CHF | 100.00% | 100.00% |
03/07/2024 | 0.92% | 1.10 CHF | 1.11 CHF | 100,200 | 100,200 | 100,200 | 100,200 | 108,840 CHF | 109,842 CHF | 100.00% | 100.00% |
02/07/2024 | 1.01% | 1.02 CHF | 1.03 CHF | 99,000 | 99,000 | 99,000 | 99,000 | 97,704 CHF | 98,694 CHF | 99.98% | 99.98% |