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 | 1.00% | 1.54 CHF | 1.55 CHF | 152,000 | 152,000 | 68,079 | 68,079 | 104,409 CHF | 105,293 CHF | 99.88% | 99.88% |
12/07/2024 | 1.03% | 1.51 CHF | 1.52 CHF | 153,000 | 153,000 | 69,078 | 69,078 | 103,569 CHF | 104,468 CHF | 100.00% | 100.00% |
11/07/2024 | 1.05% | 1.45 CHF | 1.46 CHF | 155,000 | 155,000 | 69,500 | 69,500 | 101,638 CHF | 102,542 CHF | 99.99% | 99.99% |
10/07/2024 | 1.02% | 1.46 CHF | 1.47 CHF | 154,000 | 154,000 | 68,081 | 68,081 | 102,237 CHF | 103,128 CHF | 99.54% | 99.54% |
09/07/2024 | 0.97% | 1.56 CHF | 1.57 CHF | 150,000 | 150,000 | 67,495 | 67,495 | 106,444 CHF | 107,322 CHF | 100.00% | 100.00% |
08/07/2024 | 0.96% | 1.58 CHF | 1.59 CHF | 150,000 | 150,000 | 67,256 | 67,256 | 107,798 CHF | 108,674 CHF | 99.93% | 99.93% |
05/07/2024 | 0.97% | 1.60 CHF | 1.61 CHF | 149,000 | 149,000 | 67,232 | 67,232 | 107,229 CHF | 108,104 CHF | 100.00% | 100.00% |
04/07/2024 | 0.96% | 1.60 CHF | 1.61 CHF | 60,000 | 60,000 | 48,299 | 48,299 | 76,951 CHF | 77,636 CHF | 100.00% | 100.00% |
03/07/2024 | 0.98% | 1.60 CHF | 1.61 CHF | 149,000 | 149,000 | 67,187 | 67,187 | 106,800 CHF | 107,675 CHF | 100.00% | 100.00% |
02/07/2024 | 1.02% | 1.54 CHF | 1.55 CHF | 151,000 | 151,000 | 67,877 | 67,877 | 102,742 CHF | 103,624 CHF | 99.99% | 99.99% |