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 | 0.92% | 1.11 CHF | 1.12 CHF | 60,000 | 60,000 | 33,073 | 33,073 | 36,549 CHF | 36,880 CHF | 100.00% | 100.00% |
12/07/2024 | 1.00% | 1.07 CHF | 1.08 CHF | 60,000 | 60,000 | 33,290 | 33,290 | 34,168 CHF | 34,502 CHF | 99.94% | 99.94% |
11/07/2024 | 1.03% | 1.02 CHF | 1.03 CHF | 60,000 | 60,000 | 32,815 | 32,815 | 33,112 CHF | 33,444 CHF | 99.43% | 99.43% |
10/07/2024 | 1.06% | 0.98 CHF | 0.99 CHF | 65,000 | 65,000 | 35,425 | 35,425 | 34,021 CHF | 34,376 CHF | 99.84% | 99.84% |
09/07/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 65,000 | 65,000 | 35,984 | 35,984 | 32,646 CHF | 33,007 CHF | 99.66% | 99.66% |
08/07/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 65,000 | 65,000 | 35,884 | 35,884 | 32,163 CHF | 32,523 CHF | 100.00% | 100.00% |
05/07/2024 | 1.09% | 0.97 CHF | 0.98 CHF | 65,000 | 65,000 | 35,853 | 35,853 | 33,726 CHF | 34,086 CHF | 99.53% | 99.53% |
04/07/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 33,000 | 33,000 | 29,240 | 29,240 | 26,408 CHF | 26,700 CHF | 98.94% | 98.94% |
03/07/2024 | 1.23% | 0.90 CHF | 0.91 CHF | 65,000 | 65,000 | 35,268 | 35,268 | 29,542 CHF | 29,895 CHF | 98.24% | 98.24% |
02/07/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 65,000 | 65,000 | 35,756 | 35,756 | 27,484 CHF | 27,842 CHF | 100.00% | 100.00% |