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 | 2.40% | 0.86 CHF | 0.88 CHF | 97,000 | 97,000 | 96,255 | 96,255 | 79,387 CHF | 81,312 CHF | 100.00% | 100.00% |
12/07/2024 | 2.42% | 0.83 CHF | 0.85 CHF | 96,000 | 96,000 | 96,229 | 96,229 | 78,657 CHF | 80,581 CHF | 100.00% | 100.00% |
11/07/2024 | 2.34% | 0.80 CHF | 0.82 CHF | 96,000 | 96,000 | 96,677 | 96,677 | 81,916 CHF | 83,851 CHF | 100.00% | 100.00% |
10/07/2024 | 2.10% | 0.91 CHF | 0.93 CHF | 98,000 | 98,000 | 98,664 | 98,664 | 93,201 CHF | 95,174 CHF | 100.00% | 100.00% |
09/07/2024 | 2.21% | 0.96 CHF | 0.98 CHF | 99,000 | 99,000 | 97,660 | 97,660 | 87,442 CHF | 89,396 CHF | 99.73% | 99.73% |
08/07/2024 | 2.04% | 0.99 CHF | 1.01 CHF | 99,000 | 99,000 | 99,063 | 99,063 | 96,362 CHF | 98,343 CHF | 99.32% | 99.32% |
05/07/2024 | 2.03% | 0.98 CHF | 1.00 CHF | 99,000 | 99,000 | 99,200 | 99,200 | 96,968 CHF | 98,952 CHF | 99.99% | 99.99% |
04/07/2024 | 1.97% | 0.99 CHF | 1.01 CHF | 100,000 | 100,000 | 99,747 | 99,747 | 100,085 CHF | 102,080 CHF | 99.66% | 99.66% |
03/07/2024 | 1.93% | 1.03 CHF | 1.05 CHF | 100,000 | 100,000 | 100,166 | 100,166 | 102,718 CHF | 104,721 CHF | 100.00% | 100.00% |
02/07/2024 | 1.66% | 1.15 CHF | 1.17 CHF | 103,000 | 103,000 | 103,699 | 103,699 | 124,022 CHF | 126,096 CHF | 100.00% | 100.00% |