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 | 1.14% | 0.87 CHF | 0.88 CHF | 33,000 | 33,000 | 33,000 | 33,000 | 28,900 CHF | 29,230 CHF | 100.00% | 100.00% |
12/07/2024 | 1.12% | 0.91 CHF | 0.92 CHF | 33,000 | 33,000 | 33,000 | 33,000 | 29,324 CHF | 29,654 CHF | 100.00% | 100.00% |
11/07/2024 | 1.17% | 0.89 CHF | 0.90 CHF | 33,000 | 33,000 | 33,608 | 33,608 | 28,504 CHF | 28,841 CHF | 99.85% | 99.85% |
10/07/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 34,000 | 34,000 | 34,000 | 34,000 | 27,961 CHF | 28,301 CHF | 100.00% | 100.00% |
09/07/2024 | 1.25% | 0.76 CHF | 0.77 CHF | 34,000 | 34,000 | 34,015 | 34,015 | 27,053 CHF | 27,393 CHF | 99.73% | 99.73% |
08/07/2024 | 1.11% | 0.88 CHF | 0.89 CHF | 33,000 | 33,000 | 33,000 | 33,000 | 29,582 CHF | 29,912 CHF | 100.00% | 100.00% |
05/07/2024 | 1.02% | 0.95 CHF | 0.96 CHF | 33,000 | 33,000 | 32,088 | 32,088 | 31,338 CHF | 31,659 CHF | 99.81% | 99.81% |
04/07/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 32,000 | 32,000 | 32,063 | 32,063 | 31,001 CHF | 31,321 CHF | 100.00% | 100.00% |
03/07/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 32,000 | 32,000 | 32,299 | 32,299 | 30,754 CHF | 31,077 CHF | 100.00% | 100.00% |
02/07/2024 | 1.14% | 0.90 CHF | 0.91 CHF | 33,000 | 33,000 | 33,112 | 33,112 | 28,927 CHF | 29,258 CHF | 100.00% | 100.00% |