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 | 1.30% | 1.49 CHF | 1.51 CHF | 86,000 | 86,000 | 85,331 | 85,331 | 130,420 CHF | 132,126 CHF | 100.00% | 100.00% |
12/07/2024 | 1.29% | 1.52 CHF | 1.54 CHF | 83,800 | 83,800 | 84,005 | 84,005 | 129,306 CHF | 130,986 CHF | 100.00% | 100.00% |
11/07/2024 | 1.32% | 1.56 CHF | 1.58 CHF | 88,900 | 88,900 | 89,559 | 89,559 | 134,949 CHF | 136,741 CHF | 99.98% | 99.98% |
10/07/2024 | 1.42% | 1.44 CHF | 1.46 CHF | 93,600 | 93,600 | 94,263 | 94,263 | 132,233 CHF | 134,118 CHF | 100.00% | 100.00% |
09/07/2024 | 1.37% | 1.39 CHF | 1.41 CHF | 95,700 | 95,700 | 94,297 | 94,297 | 137,143 CHF | 139,031 CHF | 99.72% | 99.72% |
08/07/2024 | 1.45% | 1.36 CHF | 1.38 CHF | 95,900 | 95,900 | 95,958 | 95,958 | 131,816 CHF | 133,736 CHF | 99.31% | 99.31% |
05/07/2024 | 1.45% | 1.37 CHF | 1.39 CHF | 97,800 | 97,800 | 98,000 | 98,000 | 134,339 CHF | 136,299 CHF | 100.00% | 100.00% |
04/07/2024 | 1.48% | 1.36 CHF | 1.38 CHF | 99,900 | 99,900 | 99,648 | 99,648 | 134,102 CHF | 136,095 CHF | 99.61% | 99.61% |
03/07/2024 | 1.51% | 1.31 CHF | 1.33 CHF | 106,200 | 106,200 | 106,346 | 106,346 | 139,756 CHF | 141,882 CHF | 100.00% | 100.00% |
02/07/2024 | 1.73% | 1.19 CHF | 1.21 CHF | 108,000 | 108,000 | 108,768 | 108,768 | 125,054 CHF | 127,229 CHF | 100.00% | 100.00% |