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 | 1.11% | 0.89 CHF | 0.90 CHF | 174,000 | 174,000 | 77,280 | 77,280 | 69,918 CHF | 70,692 CHF | 99.97% | 99.97% |
12/07/2024 | 1.13% | 0.92 CHF | 0.93 CHF | 172,000 | 172,000 | 77,369 | 77,369 | 70,149 CHF | 70,925 CHF | 100.00% | 100.00% |
11/07/2024 | 1.14% | 0.91 CHF | 0.92 CHF | 172,000 | 172,000 | 76,700 | 76,700 | 69,493 CHF | 70,265 CHF | 100.00% | 100.00% |
10/07/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 172,000 | 172,000 | 76,984 | 76,984 | 69,726 CHF | 70,497 CHF | 100.00% | 100.00% |
09/07/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 172,000 | 172,000 | 77,178 | 77,178 | 70,216 CHF | 70,990 CHF | 100.00% | 100.00% |
08/07/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 172,000 | 172,000 | 76,942 | 76,942 | 72,057 CHF | 72,828 CHF | 100.00% | 100.00% |
05/07/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 170,000 | 170,000 | 76,112 | 76,112 | 72,462 CHF | 73,225 CHF | 99.81% | 99.81% |
04/07/2024 | 1.03% | 0.97 CHF | 0.98 CHF | 68,000 | 68,000 | 54,443 | 54,443 | 52,776 CHF | 53,321 CHF | 99.44% | 99.44% |
03/07/2024 | 1.06% | 0.97 CHF | 0.98 CHF | 168,000 | 168,000 | 75,859 | 75,859 | 72,897 CHF | 73,657 CHF | 99.97% | 99.97% |
02/07/2024 | 1.08% | 0.90 CHF | 0.91 CHF | 172,000 | 172,000 | 74,438 | 74,438 | 69,492 CHF | 70,238 CHF | 100.00% | 100.00% |