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 | 1.11% | 1.75 CHF | 1.77 CHF | 73,000 | 73,000 | 72,104 | 72,104 | 129,650 CHF | 131,092 CHF | 100.00% | 100.00% |
12/07/2024 | 1.11% | 1.82 CHF | 1.84 CHF | 72,000 | 72,000 | 72,088 | 72,088 | 128,674 CHF | 130,115 CHF | 100.00% | 100.00% |
11/07/2024 | 1.16% | 1.78 CHF | 1.80 CHF | 72,000 | 72,000 | 72,827 | 72,827 | 125,483 CHF | 126,941 CHF | 99.99% | 99.99% |
10/07/2024 | 1.22% | 1.65 CHF | 1.67 CHF | 74,000 | 74,000 | 74,011 | 74,011 | 120,806 CHF | 122,286 CHF | 100.00% | 100.00% |
09/07/2024 | 1.21% | 1.60 CHF | 1.62 CHF | 75,000 | 75,000 | 74,165 | 74,165 | 121,963 CHF | 123,446 CHF | 99.77% | 99.77% |
08/07/2024 | 1.21% | 1.64 CHF | 1.66 CHF | 74,000 | 74,000 | 74,000 | 74,000 | 121,846 CHF | 123,326 CHF | 99.28% | 99.28% |
05/07/2024 | 1.18% | 1.65 CHF | 1.67 CHF | 74,000 | 74,000 | 73,459 | 73,459 | 123,941 CHF | 125,410 CHF | 100.00% | 100.00% |
04/07/2024 | 1.19% | 1.68 CHF | 1.70 CHF | 74,000 | 74,000 | 74,000 | 74,000 | 123,236 CHF | 124,716 CHF | 99.57% | 99.57% |
03/07/2024 | 1.21% | 1.64 CHF | 1.66 CHF | 74,000 | 74,000 | 74,241 | 74,241 | 121,626 CHF | 123,111 CHF | 100.00% | 100.00% |
02/07/2024 | 1.28% | 1.57 CHF | 1.59 CHF | 75,000 | 75,000 | 75,421 | 75,421 | 117,050 CHF | 118,559 CHF | 100.00% | 100.00% |