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 | 0.90% | 1.13 CHF | 1.14 CHF | 60,000 | 60,000 | 33,074 | 33,074 | 37,271 CHF | 37,603 CHF | 100.00% | 100.00% |
12/07/2024 | 0.98% | 1.09 CHF | 1.10 CHF | 60,000 | 60,000 | 33,290 | 33,290 | 34,918 CHF | 35,252 CHF | 99.94% | 99.94% |
11/07/2024 | 1.00% | 1.05 CHF | 1.06 CHF | 60,000 | 60,000 | 32,816 | 32,816 | 33,913 CHF | 34,245 CHF | 99.43% | 99.43% |
10/07/2024 | 1.04% | 1.01 CHF | 1.02 CHF | 65,000 | 65,000 | 35,426 | 35,426 | 34,884 CHF | 35,239 CHF | 99.84% | 99.84% |
09/07/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 65,000 | 65,000 | 35,983 | 35,983 | 33,508 CHF | 33,868 CHF | 99.66% | 99.66% |
08/07/2024 | 1.11% | 0.91 CHF | 0.92 CHF | 65,000 | 65,000 | 35,885 | 35,885 | 33,091 CHF | 33,451 CHF | 100.00% | 100.00% |
05/07/2024 | 1.06% | 0.99 CHF | 1.00 CHF | 65,000 | 65,000 | 35,851 | 35,851 | 34,542 CHF | 34,901 CHF | 99.53% | 99.53% |
04/07/2024 | 1.07% | 0.94 CHF | 0.95 CHF | 33,000 | 33,000 | 29,240 | 29,240 | 27,135 CHF | 27,427 CHF | 98.94% | 98.94% |
03/07/2024 | 1.20% | 0.93 CHF | 0.94 CHF | 65,000 | 65,000 | 35,270 | 35,270 | 30,382 CHF | 30,736 CHF | 98.22% | 98.22% |
02/07/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 65,000 | 65,000 | 35,756 | 35,756 | 28,380 CHF | 28,738 CHF | 100.00% | 100.00% |