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 | 1.32% | 0.74 CHF | 0.75 CHF | 114,000 | 114,000 | 113,481 | 113,481 | 85,627 CHF | 86,762 CHF | 100.00% | 100.00% |
12/07/2024 | 1.22% | 0.84 CHF | 0.85 CHF | 112,000 | 112,000 | 111,525 | 111,525 | 90,610 CHF | 91,725 CHF | 100.00% | 100.00% |
11/07/2024 | 1.32% | 0.80 CHF | 0.81 CHF | 112,000 | 112,000 | 113,321 | 113,321 | 85,720 CHF | 86,854 CHF | 100.00% | 100.00% |
10/07/2024 | 1.52% | 0.73 CHF | 0.74 CHF | 114,000 | 114,000 | 115,903 | 115,903 | 76,215 CHF | 77,374 CHF | 100.00% | 100.00% |
09/07/2024 | 1.58% | 0.62 CHF | 0.63 CHF | 118,000 | 118,000 | 116,883 | 116,883 | 73,338 CHF | 74,507 CHF | 100.00% | 100.00% |
08/07/2024 | 1.59% | 0.60 CHF | 0.61 CHF | 118,000 | 118,000 | 117,466 | 117,466 | 73,339 CHF | 74,513 CHF | 100.00% | 100.00% |
05/07/2024 | 1.49% | 0.62 CHF | 0.63 CHF | 118,000 | 118,000 | 115,872 | 115,872 | 77,166 CHF | 78,325 CHF | 99.81% | 99.81% |
04/07/2024 | 1.52% | 0.66 CHF | 0.67 CHF | 116,000 | 116,000 | 115,890 | 115,890 | 75,599 CHF | 76,758 CHF | 99.49% | 99.49% |
03/07/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 116,000 | 116,000 | 115,519 | 115,519 | 79,205 CHF | 80,360 CHF | 99.35% | 99.35% |
02/07/2024 | 1.59% | 0.64 CHF | 0.65 CHF | 118,000 | 118,000 | 117,471 | 117,471 | 73,154 CHF | 74,328 CHF | 99.99% | 99.99% |