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 | 1.03% | 0.94 CHF | 0.95 CHF | 114,000 | 114,000 | 113,481 | 113,481 | 109,118 CHF | 110,253 CHF | 100.00% | 100.00% |
12/07/2024 | 0.98% | 1.05 CHF | 1.06 CHF | 112,000 | 112,000 | 111,526 | 111,526 | 113,742 CHF | 114,858 CHF | 100.00% | 100.00% |
11/07/2024 | 1.04% | 1.00 CHF | 1.01 CHF | 112,000 | 112,000 | 113,321 | 113,321 | 109,034 CHF | 110,167 CHF | 100.00% | 100.00% |
10/07/2024 | 1.15% | 0.94 CHF | 0.95 CHF | 114,000 | 114,000 | 115,903 | 115,903 | 100,102 CHF | 101,261 CHF | 99.99% | 99.99% |
09/07/2024 | 1.19% | 0.82 CHF | 0.83 CHF | 118,000 | 118,000 | 116,883 | 116,883 | 97,436 CHF | 98,604 CHF | 100.00% | 100.00% |
08/07/2024 | 1.20% | 0.81 CHF | 0.82 CHF | 118,000 | 118,000 | 117,466 | 117,466 | 97,551 CHF | 98,726 CHF | 99.98% | 99.98% |
05/07/2024 | 1.14% | 0.83 CHF | 0.84 CHF | 118,000 | 118,000 | 115,872 | 115,872 | 101,052 CHF | 102,210 CHF | 99.82% | 99.82% |
04/07/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 116,000 | 116,000 | 115,890 | 115,890 | 99,583 CHF | 100,742 CHF | 99.50% | 99.50% |
03/07/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 116,000 | 116,000 | 115,519 | 115,519 | 103,063 CHF | 104,218 CHF | 99.37% | 99.37% |
02/07/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 118,000 | 118,000 | 117,471 | 117,471 | 97,305 CHF | 98,480 CHF | 100.00% | 100.00% |