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 | 0.94% | 1.06 CHF | 1.07 CHF | 82,000 | 82,000 | 81,620 | 81,620 | 86,856 CHF | 87,672 CHF | 100.00% | 100.00% |
12/07/2024 | 0.91% | 1.07 CHF | 1.08 CHF | 82,000 | 82,000 | 81,662 | 81,662 | 88,975 CHF | 89,791 CHF | 100.00% | 100.00% |
11/07/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 82,000 | 82,000 | 82,030 | 82,030 | 91,280 CHF | 92,101 CHF | 100.00% | 100.00% |
10/07/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 82,000 | 82,000 | 81,662 | 81,662 | 87,371 CHF | 88,188 CHF | 100.00% | 100.00% |
09/07/2024 | 0.81% | 1.21 CHF | 1.22 CHF | 86,000 | 86,000 | 85,645 | 85,645 | 105,302 CHF | 106,158 CHF | 100.00% | 100.00% |
08/07/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 86,000 | 86,000 | 85,491 | 85,491 | 103,943 CHF | 104,798 CHF | 99.99% | 99.99% |
05/07/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 86,000 | 86,000 | 85,791 | 85,791 | 108,082 CHF | 108,940 CHF | 99.81% | 99.81% |
04/07/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 88,000 | 88,000 | 89,011 | 89,011 | 121,400 CHF | 122,290 CHF | 99.50% | 99.50% |
03/07/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 90,000 | 90,000 | 88,423 | 88,423 | 120,006 CHF | 120,890 CHF | 99.36% | 99.36% |
02/07/2024 | 0.68% | 1.42 CHF | 1.43 CHF | 90,000 | 90,000 | 91,666 | 91,666 | 133,462 CHF | 134,379 CHF | 99.43% | 99.43% |