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 | 0.72% | 1.35 CHF | 1.36 CHF | 28,000 | 28,000 | 27,169 | 27,169 | 38,054 CHF | 38,326 CHF | 100.00% | 100.00% |
12/07/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 27,000 | 27,000 | 26,747 | 26,747 | 38,348 CHF | 38,616 CHF | 100.00% | 100.00% |
11/07/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 27,000 | 27,000 | 26,985 | 26,985 | 37,785 CHF | 38,055 CHF | 99.03% | 99.03% |
10/07/2024 | 0.78% | 1.31 CHF | 1.32 CHF | 28,000 | 28,000 | 27,744 | 27,744 | 36,013 CHF | 36,291 CHF | 100.00% | 100.00% |
09/07/2024 | 0.78% | 1.31 CHF | 1.32 CHF | 28,000 | 28,000 | 27,735 | 27,735 | 36,007 CHF | 36,285 CHF | 99.58% | 99.58% |
08/07/2024 | 0.78% | 1.30 CHF | 1.31 CHF | 28,000 | 28,000 | 27,738 | 27,738 | 35,818 CHF | 36,096 CHF | 100.00% | 100.00% |
05/07/2024 | 0.79% | 1.28 CHF | 1.29 CHF | 28,000 | 28,000 | 27,964 | 27,964 | 35,736 CHF | 36,016 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 29,000 | 29,000 | 28,728 | 28,728 | 35,982 CHF | 36,269 CHF | 100.00% | 100.00% |
03/07/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 29,000 | 29,000 | 28,802 | 28,802 | 34,108 CHF | 34,397 CHF | 100.00% | 100.00% |
02/07/2024 | 0.87% | 1.17 CHF | 1.18 CHF | 29,000 | 29,000 | 28,787 | 28,787 | 33,414 CHF | 33,702 CHF | 100.00% | 100.00% |