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 | 0.86% | 1.15 CHF | 1.16 CHF | 82,000 | 82,000 | 81,620 | 81,620 | 94,928 CHF | 95,744 CHF | 100.00% | 100.00% |
12/07/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 82,000 | 82,000 | 81,662 | 81,662 | 96,912 CHF | 97,729 CHF | 100.00% | 100.00% |
11/07/2024 | 0.82% | 1.19 CHF | 1.20 CHF | 82,000 | 82,000 | 82,033 | 82,033 | 99,306 CHF | 100,126 CHF | 100.00% | 100.00% |
10/07/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 82,000 | 82,000 | 81,662 | 81,662 | 95,335 CHF | 96,152 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 1.31 CHF | 1.32 CHF | 86,000 | 86,000 | 85,645 | 85,645 | 113,669 CHF | 114,525 CHF | 99.99% | 99.99% |
08/07/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 86,000 | 86,000 | 85,491 | 85,491 | 112,321 CHF | 113,176 CHF | 100.00% | 100.00% |
05/07/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 86,000 | 86,000 | 85,791 | 85,791 | 116,479 CHF | 117,337 CHF | 99.81% | 99.81% |
04/07/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 88,000 | 88,000 | 89,011 | 89,011 | 130,079 CHF | 130,969 CHF | 99.49% | 99.49% |
03/07/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 90,000 | 90,000 | 88,423 | 88,423 | 128,667 CHF | 129,551 CHF | 99.37% | 99.37% |
02/07/2024 | 0.64% | 1.52 CHF | 1.53 CHF | 90,000 | 90,000 | 91,665 | 91,665 | 142,390 CHF | 143,307 CHF | 99.43% | 99.43% |