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 | 1.01% | 0.98 CHF | 0.99 CHF | 74,000 | 74,000 | 70,837 | 70,837 | 70,041 CHF | 70,749 CHF | 100.00% | 100.00% |
12/07/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 72,000 | 72,000 | 70,126 | 70,126 | 72,379 CHF | 73,080 CHF | 100.00% | 100.00% |
11/07/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 72,000 | 72,000 | 70,086 | 70,086 | 72,004 CHF | 72,705 CHF | 100.00% | 100.00% |
10/07/2024 | 0.99% | 1.03 CHF | 1.04 CHF | 72,000 | 72,000 | 70,724 | 70,724 | 71,457 CHF | 72,165 CHF | 100.00% | 100.00% |
09/07/2024 | 0.97% | 1.00 CHF | 1.01 CHF | 74,000 | 74,000 | 70,618 | 70,618 | 72,219 CHF | 72,925 CHF | 100.00% | 100.00% |
08/07/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 72,000 | 72,000 | 70,128 | 70,128 | 72,227 CHF | 72,929 CHF | 100.00% | 100.00% |
05/07/2024 | 0.94% | 1.04 CHF | 1.05 CHF | 72,000 | 72,000 | 70,120 | 70,120 | 74,048 CHF | 74,750 CHF | 99.81% | 99.81% |
04/07/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 72,000 | 72,000 | 70,119 | 70,119 | 72,415 CHF | 73,116 CHF | 99.49% | 99.49% |
03/07/2024 | 0.99% | 1.02 CHF | 1.03 CHF | 72,000 | 72,000 | 71,636 | 71,636 | 72,050 CHF | 72,766 CHF | 99.36% | 99.36% |
02/07/2024 | 1.09% | 0.94 CHF | 0.95 CHF | 74,000 | 74,000 | 73,938 | 73,938 | 67,494 CHF | 68,233 CHF | 100.00% | 100.00% |