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 | 0.79% | 1.25 CHF | 1.26 CHF | 82,000 | 82,000 | 81,620 | 81,620 | 102,930 CHF | 103,746 CHF | 100.00% | 100.00% |
12/07/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 82,000 | 82,000 | 81,662 | 81,662 | 104,894 CHF | 105,710 CHF | 100.00% | 100.00% |
11/07/2024 | 0.76% | 1.29 CHF | 1.30 CHF | 82,000 | 82,000 | 82,033 | 82,033 | 107,275 CHF | 108,096 CHF | 99.99% | 99.99% |
10/07/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 82,000 | 82,000 | 81,662 | 81,662 | 103,216 CHF | 104,033 CHF | 100.00% | 100.00% |
09/07/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 86,000 | 86,000 | 85,646 | 85,646 | 121,973 CHF | 122,829 CHF | 100.00% | 100.00% |
08/07/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 86,000 | 86,000 | 85,491 | 85,491 | 120,650 CHF | 121,505 CHF | 100.00% | 100.00% |
05/07/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 86,000 | 86,000 | 85,791 | 85,791 | 124,757 CHF | 125,615 CHF | 99.81% | 99.81% |
04/07/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 88,000 | 88,000 | 89,011 | 89,011 | 138,773 CHF | 139,664 CHF | 99.50% | 99.50% |
03/07/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 90,000 | 90,000 | 88,423 | 88,423 | 137,247 CHF | 138,131 CHF | 99.36% | 99.36% |
02/07/2024 | 0.60% | 1.62 CHF | 1.63 CHF | 90,000 | 90,000 | 91,665 | 91,665 | 151,262 CHF | 152,179 CHF | 99.43% | 99.43% |