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% | 1.04 CHF | 1.05 CHF | 97,900 | 97,900 | 98,055 | 98,055 | 109,499 CHF | 110,480 CHF | 100.00% | 100.00% |
12/07/2024 | 0.88% | 1.11 CHF | 1.12 CHF | 98,100 | 98,100 | 103,775 | 103,775 | 117,291 CHF | 118,329 CHF | 100.00% | 100.00% |
11/07/2024 | 0.89% | 1.07 CHF | 1.08 CHF | 105,500 | 105,500 | 102,123 | 102,123 | 114,294 CHF | 115,315 CHF | 71.56% | 71.56% |
10/07/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 100,400 | 100,400 | 100,014 | 100,014 | 114,279 CHF | 115,280 CHF | 99.38% | 99.38% |
09/07/2024 | 0.89% | 1.20 CHF | 1.21 CHF | 99,900 | 99,900 | 104,550 | 104,550 | 117,034 CHF | 118,079 CHF | 100.00% | 100.00% |
08/07/2024 | 0.94% | 1.09 CHF | 1.10 CHF | 106,000 | 106,000 | 112,135 | 112,135 | 118,788 CHF | 119,909 CHF | 100.00% | 100.00% |
05/07/2024 | 0.95% | 0.98 CHF | 0.99 CHF | 114,100 | 114,100 | 109,432 | 109,432 | 114,797 CHF | 115,892 CHF | 100.00% | 100.00% |
04/07/2024 | 0.93% | 1.09 CHF | 1.10 CHF | 108,000 | 108,000 | 103,582 | 103,582 | 110,440 CHF | 111,476 CHF | 100.00% | 100.00% |
03/07/2024 | 0.89% | 1.11 CHF | 1.12 CHF | 102,200 | 102,200 | 99,421 | 99,421 | 110,997 CHF | 111,991 CHF | 100.00% | 100.00% |
02/07/2024 | 0.85% | 1.10 CHF | 1.11 CHF | 98,700 | 98,700 | 95,360 | 95,360 | 111,676 CHF | 112,629 CHF | 99.95% | 99.95% |