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 | 0.77% | 1.18 CHF | 1.19 CHF | 77,400 | 77,400 | 76,825 | 76,825 | 99,542 CHF | 100,311 CHF | 99.99% | 99.99% |
12/07/2024 | 0.77% | 1.35 CHF | 1.36 CHF | 82,000 | 82,000 | 82,814 | 82,814 | 107,123 CHF | 107,951 CHF | 100.00% | 100.00% |
11/07/2024 | 0.82% | 1.24 CHF | 1.25 CHF | 85,300 | 85,300 | 85,350 | 85,350 | 103,660 CHF | 104,514 CHF | 99.82% | 99.82% |
10/07/2024 | 0.86% | 1.20 CHF | 1.21 CHF | 90,000 | 90,000 | 91,090 | 91,090 | 105,898 CHF | 106,809 CHF | 100.00% | 100.00% |
09/07/2024 | 0.84% | 1.15 CHF | 1.16 CHF | 89,100 | 89,100 | 88,344 | 88,344 | 105,483 CHF | 106,367 CHF | 99.74% | 99.74% |
08/07/2024 | 0.85% | 1.15 CHF | 1.16 CHF | 90,900 | 90,900 | 90,612 | 90,612 | 105,885 CHF | 106,791 CHF | 100.00% | 100.00% |
05/07/2024 | 0.85% | 1.13 CHF | 1.14 CHF | 88,100 | 88,100 | 87,980 | 87,980 | 102,908 CHF | 103,787 CHF | 99.81% | 99.81% |
04/07/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 90,700 | 90,700 | 90,378 | 90,378 | 106,516 CHF | 107,420 CHF | 100.00% | 100.00% |
03/07/2024 | 0.88% | 1.16 CHF | 1.17 CHF | 91,000 | 91,000 | 91,000 | 91,000 | 103,341 CHF | 104,251 CHF | 100.00% | 100.00% |
02/07/2024 | 0.93% | 1.14 CHF | 1.15 CHF | 95,300 | 95,300 | 96,025 | 96,025 | 103,100 CHF | 104,060 CHF | 100.00% | 100.00% |