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 | 0.80% | 1.25 CHF | 1.26 CHF | 81,000 | 81,000 | 80,994 | 80,994 | 100,350 CHF | 101,160 CHF | 100.00% | 100.00% |
12/07/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 81,000 | 81,000 | 80,532 | 80,532 | 102,749 CHF | 103,555 CHF | 100.00% | 100.00% |
11/07/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 82,000 | 82,000 | 81,601 | 81,601 | 97,913 CHF | 98,730 CHF | 99.98% | 99.98% |
10/07/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 81,000 | 81,000 | 81,104 | 81,104 | 99,720 CHF | 100,531 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 81,000 | 81,000 | 81,116 | 81,116 | 101,645 CHF | 102,456 CHF | 100.00% | 100.00% |
08/07/2024 | 0.70% | 1.39 CHF | 1.40 CHF | 79,000 | 79,000 | 79,017 | 79,017 | 111,861 CHF | 112,651 CHF | 100.00% | 100.00% |
05/07/2024 | 0.68% | 1.42 CHF | 1.43 CHF | 79,000 | 79,000 | 78,221 | 78,221 | 114,254 CHF | 115,036 CHF | 99.80% | 99.80% |
04/07/2024 | 0.69% | 1.49 CHF | 1.50 CHF | 78,000 | 78,000 | 78,603 | 78,603 | 114,240 CHF | 115,026 CHF | 99.49% | 99.49% |
03/07/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 79,000 | 79,000 | 79,225 | 79,225 | 109,863 CHF | 110,655 CHF | 99.35% | 99.35% |
02/07/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 80,000 | 80,000 | 80,337 | 80,337 | 105,963 CHF | 106,766 CHF | 100.00% | 100.00% |