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 | 0.83% | 1.20 CHF | 1.21 CHF | 176,000 | 176,000 | 176,609 | 176,609 | 211,839 CHF | 213,605 CHF | 100.00% | 100.00% |
12/07/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 158,000 | 158,000 | 159,298 | 159,298 | 162,468 CHF | 164,061 CHF | 100.00% | 100.00% |
11/07/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 160,000 | 160,000 | 160,527 | 160,527 | 166,303 CHF | 167,909 CHF | 99.85% | 99.85% |
10/07/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 162,000 | 162,000 | 162,647 | 162,647 | 172,287 CHF | 173,913 CHF | 100.00% | 100.00% |
09/07/2024 | 0.96% | 1.06 CHF | 1.07 CHF | 163,000 | 163,000 | 161,127 | 161,127 | 168,221 CHF | 169,834 CHF | 99.73% | 99.73% |
08/07/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 161,000 | 161,000 | 160,248 | 160,248 | 165,370 CHF | 166,972 CHF | 100.00% | 100.00% |
05/07/2024 | 0.99% | 1.04 CHF | 1.05 CHF | 161,000 | 161,000 | 157,996 | 157,996 | 159,185 CHF | 160,765 CHF | 99.81% | 99.81% |
04/07/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 159,000 | 159,000 | 159,585 | 159,585 | 163,611 CHF | 165,207 CHF | 100.00% | 100.00% |
03/07/2024 | 0.96% | 1.03 CHF | 1.04 CHF | 160,000 | 160,000 | 160,824 | 160,824 | 167,183 CHF | 168,791 CHF | 100.00% | 100.00% |
02/07/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 162,000 | 162,000 | 162,964 | 162,964 | 173,385 CHF | 175,015 CHF | 100.00% | 100.00% |