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 | 1.36% | 0.74 CHF | 0.75 CHF | 79,000 | 79,000 | 79,087 | 79,087 | 57,975 CHF | 58,766 CHF | 99.40% | 99.40% |
12/07/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 80,000 | 80,000 | 80,194 | 80,194 | 63,462 CHF | 64,264 CHF | 100.00% | 100.00% |
11/07/2024 | 1.22% | 0.77 CHF | 0.78 CHF | 80,000 | 80,000 | 80,889 | 80,889 | 66,158 CHF | 66,968 CHF | 99.85% | 99.85% |
10/07/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 82,000 | 82,000 | 81,881 | 81,881 | 71,491 CHF | 72,309 CHF | 100.00% | 100.00% |
09/07/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 82,000 | 82,000 | 81,647 | 81,647 | 69,728 CHF | 70,545 CHF | 99.73% | 99.73% |
08/07/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 82,000 | 82,000 | 81,624 | 81,624 | 69,427 CHF | 70,244 CHF | 99.42% | 99.42% |
05/07/2024 | 1.26% | 0.93 CHF | 0.94 CHF | 83,000 | 83,000 | 80,393 | 80,393 | 63,629 CHF | 64,433 CHF | 99.29% | 99.29% |
04/07/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 80,000 | 80,000 | 79,606 | 79,606 | 58,335 CHF | 59,131 CHF | 100.00% | 100.00% |
03/07/2024 | 1.17% | 0.83 CHF | 0.84 CHF | 81,000 | 81,000 | 81,630 | 81,630 | 69,593 CHF | 70,410 CHF | 100.00% | 100.00% |
02/07/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 85,000 | 85,000 | 85,225 | 85,225 | 88,841 CHF | 89,693 CHF | 100.00% | 100.00% |