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 | 0.91% | 1.09 CHF | 1.10 CHF | 88,000 | 88,000 | 88,613 | 88,613 | 97,175 CHF | 98,061 CHF | 100.00% | 100.00% |
12/07/2024 | 1.35% | 0.71 CHF | 0.72 CHF | 79,000 | 79,000 | 79,913 | 79,913 | 58,907 CHF | 59,706 CHF | 100.00% | 100.00% |
11/07/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 80,000 | 80,000 | 80,568 | 80,568 | 61,844 CHF | 62,650 CHF | 99.82% | 99.82% |
10/07/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 81,000 | 81,000 | 81,488 | 81,488 | 66,454 CHF | 67,269 CHF | 100.00% | 100.00% |
09/07/2024 | 1.27% | 0.81 CHF | 0.82 CHF | 82,000 | 82,000 | 80,713 | 80,713 | 63,252 CHF | 64,060 CHF | 99.73% | 99.73% |
08/07/2024 | 1.31% | 0.77 CHF | 0.78 CHF | 81,000 | 81,000 | 80,315 | 80,315 | 61,154 CHF | 61,957 CHF | 100.00% | 100.00% |
05/07/2024 | 1.40% | 0.77 CHF | 0.78 CHF | 81,000 | 81,000 | 79,284 | 79,284 | 56,322 CHF | 57,115 CHF | 99.80% | 99.80% |
04/07/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 80,000 | 80,000 | 80,003 | 80,003 | 59,783 CHF | 60,583 CHF | 100.00% | 100.00% |
03/07/2024 | 1.28% | 0.76 CHF | 0.77 CHF | 80,000 | 80,000 | 80,610 | 80,610 | 62,436 CHF | 63,242 CHF | 100.00% | 100.00% |
02/07/2024 | 1.21% | 0.79 CHF | 0.80 CHF | 81,000 | 81,000 | 81,720 | 81,720 | 67,330 CHF | 68,147 CHF | 100.00% | 100.00% |