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 | 0.78% | 1.30 CHF | 1.31 CHF | 114,000 | 114,000 | 113,481 | 113,481 | 145,478 CHF | 146,613 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 1.19 CHF | 1.20 CHF | 112,000 | 112,000 | 111,525 | 111,525 | 136,512 CHF | 137,628 CHF | 99.99% | 99.99% |
11/07/2024 | 0.78% | 1.24 CHF | 1.25 CHF | 112,000 | 112,000 | 113,307 | 113,307 | 144,902 CHF | 146,036 CHF | 99.99% | 99.99% |
10/07/2024 | 0.73% | 1.31 CHF | 1.32 CHF | 114,000 | 114,000 | 115,903 | 115,903 | 159,154 CHF | 160,313 CHF | 100.00% | 100.00% |
09/07/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 118,000 | 118,000 | 116,883 | 116,883 | 163,941 CHF | 165,109 CHF | 100.00% | 100.00% |
08/07/2024 | 0.71% | 1.43 CHF | 1.44 CHF | 118,000 | 118,000 | 117,466 | 117,466 | 165,019 CHF | 166,194 CHF | 100.00% | 100.00% |
05/07/2024 | 0.73% | 1.41 CHF | 1.42 CHF | 118,000 | 118,000 | 115,872 | 115,872 | 158,785 CHF | 159,943 CHF | 99.81% | 99.81% |
04/07/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 116,000 | 116,000 | 115,890 | 115,890 | 160,269 CHF | 161,428 CHF | 99.49% | 99.49% |
03/07/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 116,000 | 116,000 | 115,519 | 115,519 | 156,092 CHF | 157,247 CHF | 99.35% | 99.35% |
02/07/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 118,000 | 118,000 | 117,470 | 117,470 | 165,369 CHF | 166,543 CHF | 99.99% | 99.99% |