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 | 1.24% | 0.77 CHF | 0.78 CHF | 94,900 | 94,900 | 93,700 | 93,700 | 75,405 CHF | 76,342 CHF | 100.00% | 100.00% |
12/07/2024 | 1.24% | 0.83 CHF | 0.84 CHF | 96,600 | 96,600 | 97,172 | 97,172 | 78,158 CHF | 79,130 CHF | 100.00% | 100.00% |
11/07/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 101,100 | 101,100 | 101,439 | 101,439 | 79,166 CHF | 80,180 CHF | 100.00% | 100.00% |
10/07/2024 | 1.36% | 0.75 CHF | 0.76 CHF | 104,500 | 104,500 | 104,873 | 104,873 | 76,674 CHF | 77,723 CHF | 100.00% | 100.00% |
09/07/2024 | 1.33% | 0.73 CHF | 0.74 CHF | 104,100 | 104,100 | 102,850 | 102,850 | 77,239 CHF | 78,269 CHF | 100.00% | 100.00% |
08/07/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 102,500 | 102,500 | 102,203 | 102,203 | 76,804 CHF | 77,826 CHF | 99.99% | 99.99% |
05/07/2024 | 1.29% | 0.75 CHF | 0.76 CHF | 100,900 | 100,900 | 100,091 | 100,091 | 77,135 CHF | 78,136 CHF | 100.00% | 100.00% |
04/07/2024 | 1.33% | 0.77 CHF | 0.78 CHF | 105,500 | 105,500 | 106,122 | 106,122 | 79,443 CHF | 80,504 CHF | 100.00% | 100.00% |
03/07/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 107,900 | 107,900 | 107,373 | 107,373 | 78,582 CHF | 79,656 CHF | 99.99% | 99.99% |
02/07/2024 | 1.45% | 0.70 CHF | 0.71 CHF | 109,100 | 109,100 | 109,649 | 109,649 | 74,846 CHF | 75,943 CHF | 100.00% | 100.00% |