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% | 1.28 CHF | 1.29 CHF | 88,000 | 88,000 | 88,613 | 88,613 | 113,928 CHF | 114,814 CHF | 100.00% | 100.00% |
12/07/2024 | 1.07% | 0.90 CHF | 0.91 CHF | 79,000 | 79,000 | 79,914 | 79,914 | 74,021 CHF | 74,820 CHF | 99.99% | 99.99% |
11/07/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 80,000 | 80,000 | 80,570 | 80,570 | 77,107 CHF | 77,913 CHF | 99.82% | 99.82% |
10/07/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 81,000 | 81,000 | 81,488 | 81,488 | 81,858 CHF | 82,673 CHF | 100.00% | 100.00% |
09/07/2024 | 1.03% | 1.00 CHF | 1.01 CHF | 82,000 | 82,000 | 80,713 | 80,713 | 78,515 CHF | 79,323 CHF | 99.73% | 99.73% |
08/07/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 81,000 | 81,000 | 80,315 | 80,315 | 76,334 CHF | 77,137 CHF | 100.00% | 100.00% |
05/07/2024 | 1.11% | 0.96 CHF | 0.97 CHF | 81,000 | 81,000 | 79,284 | 79,284 | 71,319 CHF | 72,111 CHF | 99.81% | 99.81% |
04/07/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 80,000 | 80,000 | 80,002 | 80,002 | 74,891 CHF | 75,691 CHF | 100.00% | 100.00% |
03/07/2024 | 1.03% | 0.95 CHF | 0.96 CHF | 80,000 | 80,000 | 80,610 | 80,610 | 77,676 CHF | 78,482 CHF | 100.00% | 100.00% |
02/07/2024 | 0.98% | 0.98 CHF | 0.99 CHF | 81,000 | 81,000 | 81,720 | 81,720 | 82,781 CHF | 83,598 CHF | 100.00% | 100.00% |