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 | 0.93% | 1.05 CHF | 1.06 CHF | 114,000 | 114,000 | 113,481 | 113,481 | 121,492 CHF | 122,627 CHF | 100.00% | 100.00% |
12/07/2024 | 0.88% | 1.16 CHF | 1.17 CHF | 112,000 | 112,000 | 111,526 | 111,526 | 125,930 CHF | 127,045 CHF | 100.00% | 100.00% |
11/07/2024 | 0.93% | 1.11 CHF | 1.12 CHF | 112,000 | 112,000 | 113,317 | 113,317 | 121,408 CHF | 122,542 CHF | 100.00% | 100.00% |
10/07/2024 | 1.02% | 1.04 CHF | 1.05 CHF | 114,000 | 114,000 | 115,903 | 115,903 | 112,730 CHF | 113,889 CHF | 100.00% | 100.00% |
09/07/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 118,000 | 118,000 | 116,883 | 116,883 | 110,160 CHF | 111,329 CHF | 100.00% | 100.00% |
08/07/2024 | 1.06% | 0.92 CHF | 0.93 CHF | 118,000 | 118,000 | 117,466 | 117,466 | 110,251 CHF | 111,426 CHF | 100.00% | 100.00% |
05/07/2024 | 1.02% | 0.94 CHF | 0.95 CHF | 118,000 | 118,000 | 115,872 | 115,872 | 113,547 CHF | 114,706 CHF | 99.82% | 99.82% |
04/07/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 116,000 | 116,000 | 115,890 | 115,890 | 112,182 CHF | 113,341 CHF | 99.50% | 99.50% |
03/07/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 116,000 | 116,000 | 115,519 | 115,519 | 115,516 CHF | 116,671 CHF | 99.35% | 99.35% |
02/07/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 118,000 | 118,000 | 117,471 | 117,471 | 110,052 CHF | 111,227 CHF | 100.00% | 100.00% |