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 | 0.97% | 0.98 CHF | 0.99 CHF | 28,000 | 28,000 | 27,209 | 27,209 | 28,084 CHF | 28,356 CHF | 100.00% | 100.00% |
12/07/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 27,000 | 27,000 | 26,747 | 26,747 | 28,495 CHF | 28,763 CHF | 100.00% | 100.00% |
11/07/2024 | 0.98% | 1.04 CHF | 1.05 CHF | 27,000 | 27,000 | 27,039 | 27,039 | 27,886 CHF | 28,156 CHF | 99.03% | 99.03% |
10/07/2024 | 1.08% | 0.94 CHF | 0.95 CHF | 28,000 | 28,000 | 27,744 | 27,744 | 25,784 CHF | 26,062 CHF | 100.00% | 100.00% |
09/07/2024 | 1.08% | 0.94 CHF | 0.95 CHF | 28,000 | 28,000 | 27,735 | 27,735 | 25,783 CHF | 26,060 CHF | 99.58% | 99.58% |
08/07/2024 | 1.09% | 0.93 CHF | 0.94 CHF | 28,000 | 28,000 | 27,738 | 27,738 | 25,599 CHF | 25,877 CHF | 100.00% | 100.00% |
05/07/2024 | 1.10% | 0.92 CHF | 0.93 CHF | 28,000 | 28,000 | 27,956 | 27,956 | 25,449 CHF | 25,729 CHF | 99.63% | 99.63% |
04/07/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 29,000 | 29,000 | 28,729 | 28,729 | 25,389 CHF | 25,677 CHF | 100.00% | 100.00% |
03/07/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 29,000 | 29,000 | 28,802 | 28,802 | 23,509 CHF | 23,797 CHF | 100.00% | 100.00% |
02/07/2024 | 1.27% | 0.80 CHF | 0.81 CHF | 29,000 | 29,000 | 28,784 | 28,784 | 22,804 CHF | 23,092 CHF | 94.92% | 100.00% |