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 | 0.88% | 1.17 CHF | 1.21 CHF | 12,000 | 12,000 | 75,980 | 75,980 | 94,557 CHF | 95,328 CHF | 98.86% | 98.86% |
12/07/2024 | 0.92% | 1.20 CHF | 1.24 CHF | 12,000 | 12,000 | 75,931 | 75,931 | 89,253 CHF | 90,024 CHF | 98.98% | 98.98% |
11/07/2024 | 0.92% | 1.11 CHF | 1.15 CHF | 12,000 | 12,000 | 76,157 | 76,157 | 90,694 CHF | 91,467 CHF | 98.92% | 98.92% |
10/07/2024 | 0.96% | 1.20 CHF | 1.24 CHF | 12,000 | 12,000 | 77,711 | 77,711 | 87,630 CHF | 88,418 CHF | 98.93% | 98.93% |
09/07/2024 | 0.93% | 1.15 CHF | 1.19 CHF | 12,000 | 12,000 | 76,990 | 76,990 | 90,437 CHF | 91,218 CHF | 98.71% | 98.71% |
08/07/2024 | 0.85% | 1.24 CHF | 1.28 CHF | 12,000 | 12,000 | 76,852 | 76,852 | 94,366 CHF | 95,141 CHF | 96.80% | 96.80% |
05/07/2024 | 0.91% | 1.21 CHF | 1.25 CHF | 12,000 | 12,000 | 76,069 | 76,069 | 91,003 CHF | 91,775 CHF | 98.94% | 98.94% |
04/07/2024 | 0.94% | 1.18 CHF | 1.22 CHF | 12,000 | 12,000 | 77,252 | 77,252 | 89,491 CHF | 90,275 CHF | 98.57% | 98.57% |
03/07/2024 | 0.89% | 1.09 CHF | 1.13 CHF | 12,000 | 12,000 | 76,355 | 76,355 | 92,823 CHF | 93,595 CHF | 98.35% | 98.35% |
02/07/2024 | 0.81% | 1.32 CHF | 1.36 CHF | 12,000 | 12,000 | 74,919 | 74,919 | 100,570 CHF | 101,330 CHF | 98.73% | 98.73% |