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 | 0.97% | 1.07 CHF | 1.08 CHF | 47,000 | 47,000 | 46,032 | 46,032 | 47,812 CHF | 48,273 CHF | 100.00% | 100.00% |
12/07/2024 | 0.97% | 1.05 CHF | 1.06 CHF | 47,000 | 47,000 | 45,855 | 45,855 | 47,332 CHF | 47,791 CHF | 100.00% | 100.00% |
11/07/2024 | 0.95% | 1.01 CHF | 1.02 CHF | 46,000 | 46,000 | 46,244 | 46,244 | 49,153 CHF | 49,616 CHF | 99.93% | 99.93% |
10/07/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 47,000 | 47,000 | 46,756 | 46,756 | 54,298 CHF | 54,766 CHF | 100.00% | 100.00% |
09/07/2024 | 0.90% | 1.18 CHF | 1.19 CHF | 47,000 | 47,000 | 46,509 | 46,509 | 51,729 CHF | 52,194 CHF | 99.55% | 99.55% |
08/07/2024 | 0.85% | 1.21 CHF | 1.22 CHF | 48,000 | 48,000 | 47,420 | 47,420 | 56,463 CHF | 56,938 CHF | 100.00% | 100.00% |
05/07/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 48,000 | 48,000 | 47,547 | 47,547 | 56,838 CHF | 57,314 CHF | 100.00% | 100.00% |
04/07/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 48,000 | 48,000 | 47,559 | 47,559 | 58,145 CHF | 58,621 CHF | 100.00% | 100.00% |
03/07/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 48,000 | 48,000 | 47,728 | 47,728 | 59,412 CHF | 59,890 CHF | 99.86% | 99.86% |
02/07/2024 | 0.71% | 1.38 CHF | 1.39 CHF | 49,000 | 49,000 | 49,359 | 49,359 | 69,948 CHF | 70,442 CHF | 100.00% | 100.00% |