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 | 0.85% | 1.16 CHF | 1.17 CHF | 88,000 | 88,000 | 88,613 | 88,613 | 103,290 CHF | 104,176 CHF | 100.00% | 100.00% |
12/07/2024 | 1.24% | 0.77 CHF | 0.78 CHF | 79,000 | 79,000 | 79,913 | 79,913 | 64,005 CHF | 64,804 CHF | 100.00% | 100.00% |
11/07/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 80,000 | 80,000 | 80,568 | 80,568 | 67,033 CHF | 67,840 CHF | 99.82% | 99.82% |
10/07/2024 | 1.13% | 0.86 CHF | 0.87 CHF | 81,000 | 81,000 | 81,488 | 81,488 | 71,733 CHF | 72,548 CHF | 100.00% | 100.00% |
09/07/2024 | 1.18% | 0.88 CHF | 0.89 CHF | 82,000 | 82,000 | 80,713 | 80,713 | 68,448 CHF | 69,256 CHF | 99.76% | 99.76% |
08/07/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 81,000 | 81,000 | 80,315 | 80,315 | 66,338 CHF | 67,141 CHF | 99.99% | 99.99% |
05/07/2024 | 1.29% | 0.83 CHF | 0.84 CHF | 81,000 | 81,000 | 79,284 | 79,284 | 61,384 CHF | 62,177 CHF | 99.80% | 99.80% |
04/07/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 80,000 | 80,000 | 80,003 | 80,003 | 64,880 CHF | 65,680 CHF | 100.00% | 100.00% |
03/07/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 80,000 | 80,000 | 80,609 | 80,609 | 67,655 CHF | 68,461 CHF | 100.00% | 100.00% |
02/07/2024 | 1.12% | 0.86 CHF | 0.87 CHF | 81,000 | 81,000 | 81,720 | 81,720 | 72,676 CHF | 73,493 CHF | 100.00% | 100.00% |