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 | 0.71% | 1.39 CHF | 1.40 CHF | 88,000 | 88,000 | 88,613 | 88,613 | 123,741 CHF | 124,628 CHF | 100.00% | 100.00% |
12/07/2024 | 0.96% | 1.01 CHF | 1.02 CHF | 79,000 | 79,000 | 79,913 | 79,913 | 82,862 CHF | 83,661 CHF | 100.00% | 100.00% |
11/07/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 80,000 | 80,000 | 80,568 | 80,568 | 86,013 CHF | 86,820 CHF | 99.83% | 99.83% |
10/07/2024 | 0.89% | 1.10 CHF | 1.11 CHF | 81,000 | 81,000 | 81,488 | 81,488 | 90,883 CHF | 91,698 CHF | 100.00% | 100.00% |
09/07/2024 | 0.92% | 1.11 CHF | 1.12 CHF | 82,000 | 82,000 | 80,712 | 80,712 | 87,465 CHF | 88,273 CHF | 99.74% | 99.74% |
08/07/2024 | 0.94% | 1.07 CHF | 1.08 CHF | 81,000 | 81,000 | 80,315 | 80,315 | 85,233 CHF | 86,036 CHF | 100.00% | 100.00% |
05/07/2024 | 0.99% | 1.07 CHF | 1.08 CHF | 81,000 | 81,000 | 79,284 | 79,284 | 80,107 CHF | 80,900 CHF | 99.80% | 99.80% |
04/07/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 80,000 | 80,000 | 80,003 | 80,003 | 83,784 CHF | 84,584 CHF | 100.00% | 100.00% |
03/07/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 80,000 | 80,000 | 80,610 | 80,610 | 86,619 CHF | 87,425 CHF | 100.00% | 100.00% |
02/07/2024 | 0.89% | 1.09 CHF | 1.10 CHF | 81,000 | 81,000 | 81,720 | 81,720 | 91,845 CHF | 92,663 CHF | 100.00% | 100.00% |