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 | 0.79% | 1.24 CHF | 1.25 CHF | 114,000 | 114,000 | 113,481 | 113,481 | 142,662 CHF | 143,797 CHF | 99.99% | 99.99% |
12/07/2024 | 0.76% | 1.35 CHF | 1.36 CHF | 112,000 | 112,000 | 111,526 | 111,526 | 146,731 CHF | 147,846 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 1.30 CHF | 1.31 CHF | 112,000 | 112,000 | 113,321 | 113,321 | 142,569 CHF | 143,703 CHF | 100.00% | 100.00% |
10/07/2024 | 0.86% | 1.23 CHF | 1.24 CHF | 114,000 | 114,000 | 115,903 | 115,903 | 134,376 CHF | 135,535 CHF | 100.00% | 100.00% |
09/07/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 118,000 | 118,000 | 116,883 | 116,883 | 131,920 CHF | 133,088 CHF | 100.00% | 100.00% |
08/07/2024 | 0.89% | 1.10 CHF | 1.11 CHF | 118,000 | 118,000 | 117,466 | 117,466 | 132,145 CHF | 133,320 CHF | 100.00% | 100.00% |
05/07/2024 | 0.85% | 1.12 CHF | 1.13 CHF | 118,000 | 118,000 | 115,872 | 115,872 | 135,193 CHF | 136,352 CHF | 99.82% | 99.82% |
04/07/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 116,000 | 116,000 | 115,890 | 115,890 | 133,653 CHF | 134,812 CHF | 99.50% | 99.50% |
03/07/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 116,000 | 116,000 | 115,519 | 115,519 | 137,034 CHF | 138,189 CHF | 99.36% | 99.36% |
02/07/2024 | 0.89% | 1.14 CHF | 1.15 CHF | 118,000 | 118,000 | 117,471 | 117,471 | 131,845 CHF | 133,020 CHF | 99.98% | 99.98% |