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 | 1.31% | 1.55 CHF | 1.57 CHF | 97,000 | 97,000 | 96,256 | 96,256 | 146,096 CHF | 148,021 CHF | 99.99% | 99.99% |
12/07/2024 | 1.32% | 1.53 CHF | 1.55 CHF | 96,000 | 96,000 | 96,228 | 96,228 | 145,428 CHF | 147,352 CHF | 100.00% | 100.00% |
11/07/2024 | 1.29% | 1.49 CHF | 1.51 CHF | 96,000 | 96,000 | 96,676 | 96,676 | 149,001 CHF | 150,935 CHF | 100.00% | 100.00% |
10/07/2024 | 1.21% | 1.60 CHF | 1.62 CHF | 98,000 | 98,000 | 98,664 | 98,664 | 161,674 CHF | 163,648 CHF | 100.00% | 100.00% |
09/07/2024 | 1.25% | 1.65 CHF | 1.67 CHF | 99,000 | 99,000 | 97,597 | 97,597 | 155,144 CHF | 157,097 CHF | 99.77% | 99.77% |
08/07/2024 | 1.19% | 1.68 CHF | 1.70 CHF | 99,000 | 99,000 | 99,063 | 99,063 | 165,220 CHF | 167,201 CHF | 99.29% | 99.29% |
05/07/2024 | 1.19% | 1.67 CHF | 1.69 CHF | 99,000 | 99,000 | 99,200 | 99,200 | 165,832 CHF | 167,816 CHF | 100.00% | 100.00% |
04/07/2024 | 1.17% | 1.69 CHF | 1.71 CHF | 100,000 | 100,000 | 99,747 | 99,747 | 169,460 CHF | 171,455 CHF | 99.63% | 99.63% |
03/07/2024 | 1.16% | 1.73 CHF | 1.75 CHF | 100,000 | 100,000 | 100,166 | 100,166 | 172,401 CHF | 174,404 CHF | 100.00% | 100.00% |
02/07/2024 | 1.05% | 1.85 CHF | 1.87 CHF | 103,000 | 103,000 | 103,699 | 103,699 | 196,114 CHF | 198,188 CHF | 100.00% | 100.00% |