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 | 1.06% | 0.93 CHF | 0.94 CHF | 73,000 | 73,000 | 69,863 | 69,863 | 65,238 CHF | 65,936 CHF | 100.00% | 100.00% |
12/07/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 71,000 | 71,000 | 69,152 | 69,152 | 67,670 CHF | 68,361 CHF | 100.00% | 100.00% |
11/07/2024 | 1.02% | 0.96 CHF | 0.97 CHF | 71,000 | 71,000 | 69,128 | 69,128 | 67,350 CHF | 68,042 CHF | 100.00% | 100.00% |
10/07/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 71,000 | 71,000 | 69,750 | 69,750 | 66,711 CHF | 67,409 CHF | 100.00% | 100.00% |
09/07/2024 | 1.03% | 0.95 CHF | 0.96 CHF | 73,000 | 73,000 | 69,643 | 69,643 | 67,562 CHF | 68,258 CHF | 99.99% | 99.99% |
08/07/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 71,000 | 71,000 | 69,155 | 69,155 | 67,611 CHF | 68,302 CHF | 99.99% | 99.99% |
05/07/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 71,000 | 71,000 | 69,146 | 69,146 | 69,386 CHF | 70,078 CHF | 99.81% | 99.81% |
04/07/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 71,000 | 71,000 | 69,145 | 69,145 | 67,775 CHF | 68,467 CHF | 99.49% | 99.49% |
03/07/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 71,000 | 71,000 | 70,663 | 70,663 | 67,299 CHF | 68,006 CHF | 99.35% | 99.35% |
02/07/2024 | 1.16% | 0.89 CHF | 0.90 CHF | 73,000 | 73,000 | 72,965 | 72,965 | 62,630 CHF | 63,359 CHF | 100.00% | 100.00% |