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 | 0.69% | 1.44 CHF | 1.45 CHF | 88,000 | 88,000 | 88,613 | 88,613 | 128,682 CHF | 129,568 CHF | 100.00% | 100.00% |
12/07/2024 | 0.92% | 1.06 CHF | 1.07 CHF | 79,000 | 79,000 | 79,913 | 79,913 | 86,901 CHF | 87,700 CHF | 100.00% | 100.00% |
11/07/2024 | 0.89% | 1.11 CHF | 1.12 CHF | 80,000 | 80,000 | 80,570 | 80,570 | 90,105 CHF | 90,912 CHF | 99.82% | 99.82% |
10/07/2024 | 0.85% | 1.15 CHF | 1.16 CHF | 81,000 | 81,000 | 81,489 | 81,489 | 95,098 CHF | 95,913 CHF | 100.00% | 100.00% |
09/07/2024 | 0.88% | 1.16 CHF | 1.17 CHF | 82,000 | 82,000 | 80,713 | 80,713 | 91,613 CHF | 92,422 CHF | 99.76% | 99.76% |
08/07/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 81,000 | 81,000 | 80,314 | 80,314 | 89,300 CHF | 90,103 CHF | 100.00% | 100.00% |
05/07/2024 | 0.94% | 1.12 CHF | 1.13 CHF | 81,000 | 81,000 | 79,284 | 79,284 | 84,098 CHF | 84,891 CHF | 99.81% | 99.81% |
04/07/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 80,000 | 80,000 | 80,002 | 80,002 | 87,893 CHF | 88,693 CHF | 100.00% | 100.00% |
03/07/2024 | 0.88% | 1.11 CHF | 1.12 CHF | 80,000 | 80,000 | 80,609 | 80,609 | 90,772 CHF | 91,578 CHF | 100.00% | 100.00% |
02/07/2024 | 0.85% | 1.14 CHF | 1.15 CHF | 81,000 | 81,000 | 81,720 | 81,720 | 96,131 CHF | 96,948 CHF | 99.99% | 99.99% |