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 | 0.83% | 1.23 CHF | 1.24 CHF | 60,000 | 60,000 | 33,073 | 33,073 | 40,622 CHF | 40,953 CHF | 100.00% | 100.00% |
12/07/2024 | 0.89% | 1.20 CHF | 1.21 CHF | 60,000 | 60,000 | 33,290 | 33,290 | 38,267 CHF | 38,601 CHF | 99.94% | 99.94% |
11/07/2024 | 0.92% | 1.15 CHF | 1.16 CHF | 60,000 | 60,000 | 32,813 | 32,813 | 37,163 CHF | 37,495 CHF | 99.43% | 99.43% |
10/07/2024 | 0.94% | 1.11 CHF | 1.12 CHF | 65,000 | 65,000 | 35,425 | 35,425 | 38,360 CHF | 38,715 CHF | 99.84% | 99.84% |
09/07/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 65,000 | 65,000 | 35,983 | 35,983 | 37,123 CHF | 37,483 CHF | 99.66% | 99.66% |
08/07/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 65,000 | 65,000 | 35,884 | 35,884 | 36,593 CHF | 36,953 CHF | 100.00% | 100.00% |
05/07/2024 | 0.96% | 1.09 CHF | 1.10 CHF | 65,000 | 65,000 | 35,851 | 35,851 | 38,138 CHF | 38,498 CHF | 99.53% | 99.53% |
04/07/2024 | 0.97% | 1.04 CHF | 1.05 CHF | 33,000 | 33,000 | 29,240 | 29,240 | 30,042 CHF | 30,335 CHF | 98.93% | 98.93% |
03/07/2024 | 1.07% | 1.03 CHF | 1.04 CHF | 65,000 | 65,000 | 35,267 | 35,267 | 33,859 CHF | 34,213 CHF | 98.24% | 98.24% |
02/07/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 65,000 | 65,000 | 35,756 | 35,756 | 31,957 CHF | 32,315 CHF | 100.00% | 100.00% |