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 | 1.17% | 0.86 CHF | 0.87 CHF | 81,000 | 81,000 | 80,994 | 80,994 | 69,037 CHF | 69,847 CHF | 100.00% | 100.00% |
12/07/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 81,000 | 81,000 | 80,532 | 80,532 | 71,577 CHF | 72,383 CHF | 100.00% | 100.00% |
11/07/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 82,000 | 82,000 | 81,602 | 81,602 | 66,513 CHF | 67,330 CHF | 100.00% | 100.00% |
10/07/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 81,000 | 81,000 | 81,104 | 81,104 | 68,608 CHF | 69,419 CHF | 100.00% | 100.00% |
09/07/2024 | 1.15% | 0.85 CHF | 0.86 CHF | 81,000 | 81,000 | 81,116 | 81,116 | 70,290 CHF | 71,101 CHF | 100.00% | 100.00% |
08/07/2024 | 0.97% | 1.00 CHF | 1.01 CHF | 79,000 | 79,000 | 79,017 | 79,017 | 81,290 CHF | 82,081 CHF | 100.00% | 100.00% |
05/07/2024 | 0.93% | 1.03 CHF | 1.04 CHF | 79,000 | 79,000 | 78,221 | 78,221 | 84,005 CHF | 84,787 CHF | 99.81% | 99.81% |
04/07/2024 | 0.93% | 1.10 CHF | 1.11 CHF | 78,000 | 78,000 | 78,603 | 78,603 | 83,841 CHF | 84,627 CHF | 99.49% | 99.49% |
03/07/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 79,000 | 79,000 | 79,225 | 79,225 | 79,370 CHF | 80,163 CHF | 99.34% | 99.34% |
02/07/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 80,000 | 80,000 | 80,337 | 80,337 | 75,222 CHF | 76,025 CHF | 100.00% | 100.00% |