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 | 1.05% | 0.94 CHF | 0.95 CHF | 33,000 | 33,000 | 33,000 | 33,000 | 31,260 CHF | 31,590 CHF | 100.00% | 100.00% |
12/07/2024 | 1.04% | 0.99 CHF | 1.00 CHF | 33,000 | 33,000 | 33,000 | 33,000 | 31,706 CHF | 32,036 CHF | 100.00% | 100.00% |
11/07/2024 | 1.08% | 0.96 CHF | 0.97 CHF | 33,000 | 33,000 | 33,607 | 33,607 | 30,932 CHF | 31,268 CHF | 99.82% | 99.82% |
10/07/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 34,000 | 34,000 | 34,000 | 34,000 | 30,402 CHF | 30,742 CHF | 100.00% | 100.00% |
09/07/2024 | 1.15% | 0.84 CHF | 0.85 CHF | 34,000 | 34,000 | 34,015 | 34,015 | 29,526 CHF | 29,866 CHF | 99.77% | 99.77% |
08/07/2024 | 1.03% | 0.95 CHF | 0.96 CHF | 33,000 | 33,000 | 33,000 | 33,000 | 31,950 CHF | 32,280 CHF | 100.00% | 100.00% |
05/07/2024 | 0.95% | 1.02 CHF | 1.03 CHF | 33,000 | 33,000 | 32,088 | 32,088 | 33,616 CHF | 33,937 CHF | 99.80% | 99.80% |
04/07/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 32,000 | 32,000 | 32,063 | 32,063 | 33,249 CHF | 33,569 CHF | 100.00% | 100.00% |
03/07/2024 | 0.97% | 1.04 CHF | 1.05 CHF | 32,000 | 32,000 | 32,299 | 32,299 | 33,055 CHF | 33,378 CHF | 100.00% | 100.00% |
02/07/2024 | 1.05% | 0.97 CHF | 0.98 CHF | 33,000 | 33,000 | 33,112 | 33,112 | 31,322 CHF | 31,653 CHF | 100.00% | 100.00% |