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 | 0.89% | 1.13 CHF | 1.14 CHF | 45,500 | 45,500 | 47,798 | 47,798 | 53,274 CHF | 53,752 CHF | 100.00% | 100.00% |
12/07/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 48,200 | 48,200 | 47,690 | 47,690 | 53,704 CHF | 54,181 CHF | 100.00% | 100.00% |
11/07/2024 | 0.89% | 1.09 CHF | 1.10 CHF | 46,900 | 46,900 | 46,471 | 46,471 | 51,892 CHF | 52,356 CHF | 100.00% | 100.00% |
10/07/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 49,300 | 49,300 | 48,792 | 48,792 | 54,966 CHF | 55,454 CHF | 100.00% | 100.00% |
09/07/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 51,979 CHF | 52,479 CHF | 100.00% | 100.00% |
08/07/2024 | 0.93% | 1.04 CHF | 1.05 CHF | 50,000 | 50,000 | 50,000 | 50,000 | 53,707 CHF | 54,207 CHF | 100.00% | 100.00% |
05/07/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 51,600 | 51,600 | 51,600 | 51,600 | 52,669 CHF | 53,185 CHF | 100.00% | 100.00% |
04/07/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 53,900 | 53,900 | 53,900 | 53,900 | 52,976 CHF | 53,515 CHF | 100.00% | 100.00% |
03/07/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 57,000 | 57,000 | 56,394 | 56,394 | 53,456 CHF | 54,020 CHF | 100.00% | 100.00% |
02/07/2024 | 1.11% | 0.91 CHF | 0.92 CHF | 58,200 | 58,200 | 58,200 | 58,200 | 52,253 CHF | 52,835 CHF | 99.99% | 99.99% |