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 | 1.54% | 1.32 CHF | 1.34 CHF | 97,000 | 97,000 | 96,256 | 96,256 | 124,362 CHF | 126,287 CHF | 100.00% | 100.00% |
12/07/2024 | 1.55% | 1.30 CHF | 1.32 CHF | 96,000 | 96,000 | 96,229 | 96,229 | 123,630 CHF | 125,555 CHF | 100.00% | 100.00% |
11/07/2024 | 1.51% | 1.26 CHF | 1.28 CHF | 96,000 | 96,000 | 96,679 | 96,679 | 127,183 CHF | 129,118 CHF | 100.00% | 100.00% |
10/07/2024 | 1.41% | 1.38 CHF | 1.40 CHF | 98,000 | 98,000 | 98,664 | 98,664 | 139,316 CHF | 141,289 CHF | 100.00% | 100.00% |
09/07/2024 | 1.46% | 1.42 CHF | 1.44 CHF | 99,000 | 99,000 | 97,661 | 97,661 | 133,139 CHF | 135,093 CHF | 99.72% | 99.72% |
08/07/2024 | 1.38% | 1.46 CHF | 1.48 CHF | 99,000 | 99,000 | 99,063 | 99,063 | 142,731 CHF | 144,712 CHF | 99.31% | 99.31% |
05/07/2024 | 1.37% | 1.44 CHF | 1.46 CHF | 99,000 | 99,000 | 99,201 | 99,201 | 143,341 CHF | 145,325 CHF | 100.00% | 100.00% |
04/07/2024 | 1.35% | 1.46 CHF | 1.48 CHF | 100,000 | 100,000 | 99,747 | 99,747 | 146,794 CHF | 148,789 CHF | 99.57% | 99.57% |
03/07/2024 | 1.33% | 1.50 CHF | 1.52 CHF | 100,000 | 100,000 | 100,166 | 100,166 | 149,602 CHF | 151,605 CHF | 100.00% | 100.00% |
02/07/2024 | 1.20% | 1.62 CHF | 1.64 CHF | 103,000 | 103,000 | 103,699 | 103,699 | 172,495 CHF | 174,569 CHF | 100.00% | 100.00% |