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 | 1.00% | 0.99 CHF | 1.00 CHF | 88,000 | 88,000 | 88,613 | 88,613 | 88,405 CHF | 89,291 CHF | 99.99% | 99.99% |
12/07/2024 | 1.56% | 0.61 CHF | 0.62 CHF | 79,000 | 79,000 | 79,913 | 79,913 | 50,981 CHF | 51,780 CHF | 100.00% | 100.00% |
11/07/2024 | 1.49% | 0.66 CHF | 0.67 CHF | 80,000 | 80,000 | 80,569 | 80,569 | 53,849 CHF | 54,655 CHF | 99.82% | 99.82% |
10/07/2024 | 1.39% | 0.70 CHF | 0.71 CHF | 81,000 | 81,000 | 81,489 | 81,489 | 58,363 CHF | 59,178 CHF | 100.00% | 100.00% |
09/07/2024 | 1.45% | 0.71 CHF | 0.72 CHF | 82,000 | 82,000 | 80,712 | 80,712 | 55,274 CHF | 56,082 CHF | 99.73% | 99.73% |
08/07/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 81,000 | 81,000 | 80,314 | 80,314 | 53,166 CHF | 53,969 CHF | 100.00% | 100.00% |
05/07/2024 | 1.63% | 0.67 CHF | 0.68 CHF | 81,000 | 81,000 | 79,284 | 79,284 | 48,481 CHF | 49,274 CHF | 99.81% | 99.81% |
04/07/2024 | 1.53% | 0.64 CHF | 0.65 CHF | 80,000 | 80,000 | 80,002 | 80,002 | 51,898 CHF | 52,698 CHF | 100.00% | 100.00% |
03/07/2024 | 1.47% | 0.66 CHF | 0.67 CHF | 80,000 | 80,000 | 80,609 | 80,609 | 54,456 CHF | 55,262 CHF | 100.00% | 100.00% |
02/07/2024 | 1.37% | 0.69 CHF | 0.70 CHF | 81,000 | 81,000 | 81,720 | 81,720 | 59,231 CHF | 60,048 CHF | 99.99% | 99.99% |