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 | 1.26% | 0.81 CHF | 0.82 CHF | 81,000 | 81,000 | 79,651 | 79,651 | 63,548 CHF | 64,346 CHF | 100.00% | 100.00% |
12/07/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 79,500 | 79,500 | 78,942 | 78,942 | 60,706 CHF | 61,496 CHF | 100.00% | 100.00% |
11/07/2024 | 1.23% | 0.79 CHF | 0.80 CHF | 80,000 | 80,000 | 79,920 | 79,920 | 65,404 CHF | 66,204 CHF | 99.64% | 99.64% |
10/07/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 82,000 | 82,000 | 81,938 | 81,938 | 74,708 CHF | 75,528 CHF | 100.00% | 100.00% |
09/07/2024 | 1.01% | 1.01 CHF | 1.02 CHF | 85,000 | 85,000 | 83,683 | 83,683 | 83,006 CHF | 83,843 CHF | 98.81% | 98.81% |
08/07/2024 | 1.10% | 0.94 CHF | 0.95 CHF | 83,500 | 83,500 | 81,871 | 81,871 | 75,064 CHF | 75,884 CHF | 100.00% | 100.00% |
05/07/2024 | 1.15% | 0.90 CHF | 0.91 CHF | 82,500 | 82,500 | 81,090 | 81,090 | 71,030 CHF | 71,842 CHF | 100.00% | 100.00% |
04/07/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 81,500 | 81,500 | 81,233 | 81,233 | 71,593 CHF | 72,406 CHF | 100.00% | 100.00% |
03/07/2024 | 1.08% | 0.90 CHF | 0.91 CHF | 82,500 | 82,500 | 82,236 | 82,236 | 76,347 CHF | 77,170 CHF | 100.00% | 100.00% |
02/07/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 84,000 | 84,000 | 83,745 | 83,745 | 83,698 CHF | 84,536 CHF | 99.11% | 99.11% |