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 | 0.95% | 1.04 CHF | 1.05 CHF | 74,000 | 74,000 | 70,837 | 70,837 | 74,272 CHF | 74,980 CHF | 100.00% | 100.00% |
12/07/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 72,000 | 72,000 | 70,126 | 70,126 | 76,575 CHF | 77,277 CHF | 100.00% | 100.00% |
11/07/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 72,000 | 72,000 | 70,087 | 70,087 | 76,151 CHF | 76,852 CHF | 100.00% | 100.00% |
10/07/2024 | 0.93% | 1.09 CHF | 1.10 CHF | 72,000 | 72,000 | 70,724 | 70,724 | 75,635 CHF | 76,343 CHF | 100.00% | 100.00% |
09/07/2024 | 0.92% | 1.06 CHF | 1.07 CHF | 74,000 | 74,000 | 70,618 | 70,618 | 76,419 CHF | 77,125 CHF | 100.00% | 100.00% |
08/07/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 72,000 | 72,000 | 70,128 | 70,128 | 76,375 CHF | 77,076 CHF | 100.00% | 100.00% |
05/07/2024 | 0.89% | 1.10 CHF | 1.11 CHF | 72,000 | 72,000 | 70,120 | 70,120 | 78,208 CHF | 78,909 CHF | 99.81% | 99.81% |
04/07/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 72,000 | 72,000 | 70,119 | 70,119 | 76,541 CHF | 77,242 CHF | 99.49% | 99.49% |
03/07/2024 | 0.94% | 1.08 CHF | 1.09 CHF | 72,000 | 72,000 | 71,637 | 71,637 | 76,243 CHF | 76,959 CHF | 99.37% | 99.37% |
02/07/2024 | 1.02% | 1.00 CHF | 1.01 CHF | 74,000 | 74,000 | 73,938 | 73,938 | 71,815 CHF | 72,554 CHF | 100.00% | 100.00% |