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 | 1.09% | 1.86 CHF | 1.88 CHF | 97,000 | 97,000 | 96,256 | 96,256 | 176,246 CHF | 178,171 CHF | 100.00% | 100.00% |
12/07/2024 | 1.09% | 1.84 CHF | 1.86 CHF | 96,000 | 96,000 | 96,228 | 96,228 | 175,493 CHF | 177,417 CHF | 99.99% | 99.99% |
11/07/2024 | 1.07% | 1.80 CHF | 1.82 CHF | 96,000 | 96,000 | 96,671 | 96,671 | 179,290 CHF | 181,225 CHF | 99.99% | 99.99% |
10/07/2024 | 1.02% | 1.92 CHF | 1.94 CHF | 98,000 | 98,000 | 98,664 | 98,664 | 192,490 CHF | 194,464 CHF | 100.00% | 100.00% |
09/07/2024 | 1.05% | 1.96 CHF | 1.98 CHF | 99,000 | 99,000 | 97,660 | 97,660 | 185,805 CHF | 187,758 CHF | 99.73% | 99.73% |
08/07/2024 | 1.01% | 2.00 CHF | 2.02 CHF | 99,000 | 99,000 | 99,063 | 99,063 | 196,151 CHF | 198,132 CHF | 99.32% | 99.32% |
05/07/2024 | 1.00% | 1.98 CHF | 2.00 CHF | 99,000 | 99,000 | 99,201 | 99,201 | 196,792 CHF | 198,776 CHF | 100.00% | 100.00% |
04/07/2024 | 0.99% | 2.00 CHF | 2.02 CHF | 100,000 | 100,000 | 99,747 | 99,747 | 200,593 CHF | 202,588 CHF | 99.65% | 99.65% |
03/07/2024 | 0.98% | 2.04 CHF | 2.06 CHF | 100,000 | 100,000 | 100,166 | 100,166 | 203,638 CHF | 205,641 CHF | 100.00% | 100.00% |
02/07/2024 | 0.90% | 2.16 CHF | 2.18 CHF | 103,000 | 103,000 | 103,699 | 103,699 | 228,415 CHF | 230,489 CHF | 100.00% | 100.00% |