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 | 0.79% | 1.26 CHF | 1.27 CHF | 100,000 | 100,000 | 96,477 | 96,477 | 121,486 CHF | 122,451 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 98,000 | 98,000 | 95,473 | 95,473 | 117,805 CHF | 118,759 CHF | 100.00% | 100.00% |
11/07/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 98,000 | 98,000 | 95,418 | 95,418 | 116,674 CHF | 117,628 CHF | 100.00% | 100.00% |
10/07/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 100,000 | 100,000 | 97,535 | 97,535 | 122,390 CHF | 123,366 CHF | 100.00% | 100.00% |
09/07/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 100,000 | 100,000 | 97,245 | 97,245 | 120,056 CHF | 121,029 CHF | 100.00% | 100.00% |
08/07/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 100,000 | 100,000 | 97,394 | 97,394 | 121,716 CHF | 122,690 CHF | 100.00% | 100.00% |
05/07/2024 | 0.83% | 1.22 CHF | 1.23 CHF | 100,000 | 100,000 | 95,839 | 95,839 | 115,096 CHF | 116,055 CHF | 99.82% | 99.82% |
04/07/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 98,000 | 98,000 | 95,434 | 95,434 | 110,817 CHF | 111,771 CHF | 99.50% | 99.50% |
03/07/2024 | 0.83% | 1.18 CHF | 1.19 CHF | 98,000 | 98,000 | 95,804 | 95,804 | 114,420 CHF | 115,378 CHF | 99.36% | 99.36% |
02/07/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 102,000 | 102,000 | 99,077 | 99,077 | 124,657 CHF | 125,648 CHF | 100.00% | 100.00% |