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 | 1.91% | 1.07 CHF | 1.09 CHF | 97,000 | 97,000 | 96,256 | 96,256 | 99,609 CHF | 101,534 CHF | 100.00% | 100.00% |
12/07/2024 | 1.93% | 1.04 CHF | 1.06 CHF | 96,000 | 96,000 | 96,228 | 96,228 | 98,872 CHF | 100,797 CHF | 100.00% | 100.00% |
11/07/2024 | 1.88% | 1.01 CHF | 1.03 CHF | 96,000 | 96,000 | 96,680 | 96,680 | 102,239 CHF | 104,174 CHF | 100.00% | 100.00% |
10/07/2024 | 1.72% | 1.12 CHF | 1.14 CHF | 98,000 | 98,000 | 98,664 | 98,664 | 114,000 CHF | 115,973 CHF | 100.00% | 100.00% |
09/07/2024 | 1.80% | 1.17 CHF | 1.19 CHF | 99,000 | 99,000 | 97,597 | 97,597 | 107,943 CHF | 109,896 CHF | 99.77% | 99.77% |
08/07/2024 | 1.68% | 1.20 CHF | 1.22 CHF | 99,000 | 99,000 | 99,063 | 99,063 | 117,249 CHF | 119,230 CHF | 99.28% | 99.28% |
05/07/2024 | 1.67% | 1.19 CHF | 1.21 CHF | 99,000 | 99,000 | 99,201 | 99,201 | 117,875 CHF | 119,859 CHF | 99.99% | 99.99% |
04/07/2024 | 1.63% | 1.20 CHF | 1.22 CHF | 100,000 | 100,000 | 99,747 | 99,747 | 121,124 CHF | 123,119 CHF | 99.59% | 99.59% |
03/07/2024 | 1.60% | 1.24 CHF | 1.26 CHF | 100,000 | 100,000 | 100,166 | 100,166 | 123,907 CHF | 125,910 CHF | 100.00% | 100.00% |
02/07/2024 | 1.41% | 1.37 CHF | 1.39 CHF | 103,000 | 103,000 | 103,699 | 103,699 | 145,962 CHF | 148,036 CHF | 99.99% | 99.99% |