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 | 0.93% | 1.06 CHF | 1.07 CHF | 73,000 | 73,000 | 69,863 | 69,863 | 74,617 CHF | 75,315 CHF | 100.00% | 100.00% |
12/07/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 71,000 | 71,000 | 69,152 | 69,152 | 76,911 CHF | 77,603 CHF | 100.00% | 100.00% |
11/07/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 71,000 | 71,000 | 69,125 | 69,125 | 76,525 CHF | 77,216 CHF | 100.00% | 100.00% |
10/07/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 71,000 | 71,000 | 69,750 | 69,750 | 76,009 CHF | 76,706 CHF | 100.00% | 100.00% |
09/07/2024 | 0.90% | 1.08 CHF | 1.09 CHF | 73,000 | 73,000 | 69,644 | 69,644 | 76,758 CHF | 77,455 CHF | 100.00% | 100.00% |
08/07/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 71,000 | 71,000 | 69,155 | 69,155 | 76,713 CHF | 77,405 CHF | 100.00% | 100.00% |
05/07/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 71,000 | 71,000 | 69,146 | 69,146 | 78,543 CHF | 79,235 CHF | 99.81% | 99.81% |
04/07/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 71,000 | 71,000 | 69,145 | 69,145 | 76,901 CHF | 77,592 CHF | 99.49% | 99.49% |
03/07/2024 | 0.92% | 1.10 CHF | 1.11 CHF | 71,000 | 71,000 | 70,663 | 70,663 | 76,600 CHF | 77,306 CHF | 99.35% | 99.35% |
02/07/2024 | 1.01% | 1.02 CHF | 1.03 CHF | 73,000 | 73,000 | 72,965 | 72,965 | 72,224 CHF | 72,954 CHF | 99.99% | 99.99% |