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 | 1.05% | 0.93 CHF | 0.94 CHF | 114,000 | 114,000 | 113,481 | 113,481 | 107,700 CHF | 108,834 CHF | 100.00% | 100.00% |
12/07/2024 | 0.99% | 1.04 CHF | 1.05 CHF | 112,000 | 112,000 | 111,526 | 111,526 | 112,376 CHF | 113,491 CHF | 100.00% | 100.00% |
11/07/2024 | 1.05% | 0.99 CHF | 1.00 CHF | 112,000 | 112,000 | 113,323 | 113,323 | 107,664 CHF | 108,797 CHF | 99.99% | 99.99% |
10/07/2024 | 1.17% | 0.92 CHF | 0.93 CHF | 114,000 | 114,000 | 115,903 | 115,903 | 98,740 CHF | 99,899 CHF | 100.00% | 100.00% |
09/07/2024 | 1.21% | 0.81 CHF | 0.82 CHF | 118,000 | 118,000 | 116,883 | 116,883 | 96,051 CHF | 97,220 CHF | 100.00% | 100.00% |
08/07/2024 | 1.21% | 0.80 CHF | 0.81 CHF | 118,000 | 118,000 | 117,466 | 117,466 | 96,149 CHF | 97,324 CHF | 100.00% | 100.00% |
05/07/2024 | 1.16% | 0.82 CHF | 0.83 CHF | 118,000 | 118,000 | 115,871 | 115,871 | 99,597 CHF | 100,756 CHF | 99.80% | 99.80% |
04/07/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 116,000 | 116,000 | 115,890 | 115,890 | 98,164 CHF | 99,323 CHF | 99.50% | 99.50% |
03/07/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 116,000 | 116,000 | 115,519 | 115,519 | 101,598 CHF | 102,753 CHF | 99.36% | 99.36% |
02/07/2024 | 1.22% | 0.83 CHF | 0.84 CHF | 118,000 | 118,000 | 117,470 | 117,470 | 95,920 CHF | 97,095 CHF | 100.00% | 100.00% |