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 | 1.19% | 0.84 CHF | 0.85 CHF | 91,000 | 91,000 | 41,139 | 41,139 | 35,158 CHF | 35,570 CHF | 100.00% | 100.00% |
12/07/2024 | 1.09% | 0.89 CHF | 0.90 CHF | 93,000 | 93,000 | 42,268 | 42,268 | 38,949 CHF | 39,373 CHF | 100.00% | 100.00% |
11/07/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 94,000 | 94,000 | 42,456 | 42,456 | 40,126 CHF | 40,551 CHF | 100.00% | 100.00% |
10/07/2024 | 1.04% | 0.98 CHF | 0.99 CHF | 95,000 | 95,000 | 42,689 | 42,689 | 41,975 CHF | 42,403 CHF | 99.90% | 99.90% |
09/07/2024 | 1.06% | 0.99 CHF | 1.00 CHF | 95,000 | 95,000 | 42,625 | 42,625 | 41,026 CHF | 41,453 CHF | 100.00% | 100.00% |
08/07/2024 | 1.04% | 0.97 CHF | 0.98 CHF | 95,000 | 95,000 | 42,514 | 42,514 | 41,177 CHF | 41,603 CHF | 99.70% | 99.70% |
05/07/2024 | 1.02% | 1.00 CHF | 1.01 CHF | 96,000 | 96,000 | 42,813 | 42,813 | 42,766 CHF | 43,195 CHF | 99.90% | 99.90% |
04/07/2024 | 1.00% | 0.99 CHF | 1.00 CHF | 38,000 | 38,000 | 30,559 | 30,559 | 30,366 CHF | 30,671 CHF | 100.00% | 100.00% |
03/07/2024 | 1.05% | 0.98 CHF | 0.99 CHF | 95,000 | 95,000 | 42,596 | 42,596 | 41,263 CHF | 41,689 CHF | 100.00% | 100.00% |
02/07/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 94,000 | 94,000 | 42,522 | 42,522 | 42,730 CHF | 43,156 CHF | 100.00% | 100.00% |