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% | 0.83 CHF | 0.84 CHF | 109,000 | 109,000 | 108,160 | 108,160 | 86,920 CHF | 88,001 CHF | 99.97% | 99.97% |
12/07/2024 | 1.21% | 0.80 CHF | 0.81 CHF | 108,000 | 108,000 | 108,773 | 108,773 | 89,119 CHF | 90,206 CHF | 100.00% | 100.00% |
11/07/2024 | 1.21% | 0.80 CHF | 0.81 CHF | 108,000 | 108,000 | 108,708 | 108,708 | 89,109 CHF | 90,197 CHF | 100.00% | 100.00% |
10/07/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 110,000 | 110,000 | 110,000 | 110,000 | 93,775 CHF | 94,875 CHF | 100.00% | 100.00% |
09/07/2024 | 1.18% | 0.86 CHF | 0.87 CHF | 110,000 | 110,000 | 109,565 | 109,565 | 92,343 CHF | 93,439 CHF | 99.99% | 99.99% |
08/07/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 109,000 | 109,000 | 108,673 | 108,673 | 89,039 CHF | 90,126 CHF | 100.00% | 100.00% |
05/07/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 109,000 | 109,000 | 108,522 | 108,522 | 88,651 CHF | 89,736 CHF | 99.81% | 99.81% |
04/07/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 106,000 | 106,000 | 106,486 | 106,486 | 81,642 CHF | 82,707 CHF | 99.49% | 99.49% |
03/07/2024 | 1.26% | 0.78 CHF | 0.79 CHF | 107,000 | 107,000 | 107,485 | 107,485 | 85,022 CHF | 86,097 CHF | 100.00% | 100.00% |
02/07/2024 | 1.23% | 0.79 CHF | 0.80 CHF | 108,000 | 108,000 | 108,098 | 108,098 | 87,469 CHF | 88,550 CHF | 100.00% | 100.00% |