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 | 1.28% | 1.50 CHF | 1.52 CHF | 73,000 | 73,000 | 72,104 | 72,104 | 111,704 CHF | 113,146 CHF | 100.00% | 100.00% |
12/07/2024 | 1.29% | 1.57 CHF | 1.59 CHF | 72,000 | 72,000 | 72,088 | 72,088 | 110,731 CHF | 112,173 CHF | 100.00% | 100.00% |
11/07/2024 | 1.35% | 1.53 CHF | 1.55 CHF | 72,000 | 72,000 | 72,843 | 72,843 | 107,348 CHF | 108,805 CHF | 99.99% | 99.99% |
10/07/2024 | 1.44% | 1.40 CHF | 1.42 CHF | 74,000 | 74,000 | 74,011 | 74,011 | 102,295 CHF | 103,775 CHF | 100.00% | 100.00% |
09/07/2024 | 1.42% | 1.35 CHF | 1.37 CHF | 75,000 | 75,000 | 74,164 | 74,164 | 103,417 CHF | 104,900 CHF | 99.74% | 99.74% |
08/07/2024 | 1.42% | 1.39 CHF | 1.41 CHF | 74,000 | 74,000 | 74,000 | 74,000 | 103,347 CHF | 104,827 CHF | 99.31% | 99.31% |
05/07/2024 | 1.38% | 1.40 CHF | 1.42 CHF | 74,000 | 74,000 | 73,459 | 73,459 | 105,604 CHF | 107,073 CHF | 100.00% | 100.00% |
04/07/2024 | 1.40% | 1.43 CHF | 1.45 CHF | 74,000 | 74,000 | 74,000 | 74,000 | 104,757 CHF | 106,237 CHF | 99.63% | 99.63% |
03/07/2024 | 1.43% | 1.39 CHF | 1.41 CHF | 74,000 | 74,000 | 74,241 | 74,241 | 103,069 CHF | 104,554 CHF | 100.00% | 100.00% |
02/07/2024 | 1.53% | 1.32 CHF | 1.34 CHF | 75,000 | 75,000 | 75,421 | 75,421 | 98,159 CHF | 99,667 CHF | 100.00% | 100.00% |