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 | 0.94% | 1.05 CHF | 1.06 CHF | 88,000 | 88,000 | 88,613 | 88,613 | 93,903 CHF | 94,789 CHF | 100.00% | 100.00% |
12/07/2024 | 1.43% | 0.67 CHF | 0.68 CHF | 79,000 | 79,000 | 79,913 | 79,913 | 55,521 CHF | 56,320 CHF | 100.00% | 100.00% |
11/07/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 80,000 | 80,000 | 80,567 | 80,567 | 58,546 CHF | 59,352 CHF | 99.83% | 99.83% |
10/07/2024 | 1.28% | 0.76 CHF | 0.77 CHF | 81,000 | 81,000 | 81,488 | 81,488 | 63,127 CHF | 63,942 CHF | 100.00% | 100.00% |
09/07/2024 | 1.34% | 0.77 CHF | 0.78 CHF | 82,000 | 82,000 | 80,713 | 80,713 | 59,898 CHF | 60,706 CHF | 99.78% | 99.78% |
08/07/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 81,000 | 81,000 | 80,315 | 80,315 | 57,821 CHF | 58,624 CHF | 100.00% | 100.00% |
05/07/2024 | 1.49% | 0.73 CHF | 0.74 CHF | 81,000 | 81,000 | 79,284 | 79,284 | 52,991 CHF | 53,784 CHF | 99.81% | 99.81% |
04/07/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 80,000 | 80,000 | 80,003 | 80,003 | 56,369 CHF | 57,169 CHF | 100.00% | 100.00% |
03/07/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 80,000 | 80,000 | 80,609 | 80,609 | 59,093 CHF | 59,899 CHF | 100.00% | 100.00% |
02/07/2024 | 1.27% | 0.75 CHF | 0.76 CHF | 81,000 | 81,000 | 81,720 | 81,720 | 63,989 CHF | 64,807 CHF | 100.00% | 100.00% |