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 | 0.83% | 1.24 CHF | 1.25 CHF | 91,000 | 91,000 | 41,136 | 41,136 | 50,284 CHF | 50,696 CHF | 99.99% | 99.99% |
12/07/2024 | 0.88% | 1.18 CHF | 1.19 CHF | 93,000 | 93,000 | 42,270 | 42,270 | 48,924 CHF | 49,347 CHF | 100.00% | 100.00% |
11/07/2024 | 0.90% | 1.15 CHF | 1.16 CHF | 94,000 | 94,000 | 42,456 | 42,456 | 48,137 CHF | 48,563 CHF | 99.99% | 99.99% |
10/07/2024 | 0.92% | 1.11 CHF | 1.12 CHF | 95,000 | 95,000 | 42,684 | 42,684 | 47,033 CHF | 47,461 CHF | 99.89% | 99.89% |
09/07/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 95,000 | 95,000 | 42,624 | 42,624 | 47,896 CHF | 48,323 CHF | 100.00% | 100.00% |
08/07/2024 | 0.92% | 1.12 CHF | 1.13 CHF | 95,000 | 95,000 | 42,517 | 42,517 | 47,408 CHF | 47,834 CHF | 99.72% | 99.72% |
05/07/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 96,000 | 96,000 | 42,813 | 42,813 | 46,637 CHF | 47,066 CHF | 99.90% | 99.90% |
04/07/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 38,000 | 38,000 | 30,560 | 30,560 | 33,613 CHF | 33,919 CHF | 100.00% | 100.00% |
03/07/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 95,000 | 95,000 | 42,597 | 42,597 | 48,113 CHF | 48,540 CHF | 100.00% | 100.00% |
02/07/2024 | 0.93% | 1.12 CHF | 1.13 CHF | 94,000 | 94,000 | 42,524 | 42,524 | 46,690 CHF | 47,116 CHF | 100.00% | 100.00% |