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 | 1.17% | 0.83 CHF | 0.84 CHF | 114,000 | 114,000 | 113,481 | 113,481 | 96,105 CHF | 97,240 CHF | 100.00% | 100.00% |
12/07/2024 | 1.10% | 0.94 CHF | 0.95 CHF | 112,000 | 112,000 | 111,526 | 111,526 | 101,071 CHF | 102,187 CHF | 100.00% | 100.00% |
11/07/2024 | 1.17% | 0.89 CHF | 0.90 CHF | 112,000 | 112,000 | 113,320 | 113,320 | 96,223 CHF | 97,356 CHF | 99.98% | 99.98% |
10/07/2024 | 1.33% | 0.82 CHF | 0.83 CHF | 114,000 | 114,000 | 115,903 | 115,903 | 87,055 CHF | 88,214 CHF | 100.00% | 100.00% |
09/07/2024 | 1.38% | 0.71 CHF | 0.72 CHF | 118,000 | 118,000 | 116,883 | 116,883 | 84,222 CHF | 85,390 CHF | 100.00% | 100.00% |
08/07/2024 | 1.38% | 0.70 CHF | 0.71 CHF | 118,000 | 118,000 | 117,466 | 117,466 | 84,306 CHF | 85,481 CHF | 100.00% | 100.00% |
05/07/2024 | 1.31% | 0.72 CHF | 0.73 CHF | 118,000 | 118,000 | 115,871 | 115,871 | 87,892 CHF | 89,051 CHF | 99.78% | 99.78% |
04/07/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 116,000 | 116,000 | 115,890 | 115,890 | 86,403 CHF | 87,562 CHF | 99.49% | 99.49% |
03/07/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 116,000 | 116,000 | 115,519 | 115,519 | 89,912 CHF | 91,068 CHF | 99.35% | 99.35% |
02/07/2024 | 1.39% | 0.73 CHF | 0.74 CHF | 118,000 | 118,000 | 117,471 | 117,471 | 84,070 CHF | 85,245 CHF | 100.00% | 100.00% |