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 | 0.83% | 1.20 CHF | 1.21 CHF | 79,000 | 79,000 | 79,087 | 79,087 | 94,772 CHF | 95,563 CHF | 99.41% | 99.41% |
12/07/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 80,000 | 80,000 | 80,194 | 80,194 | 101,110 CHF | 101,912 CHF | 100.00% | 100.00% |
11/07/2024 | 0.78% | 1.24 CHF | 1.25 CHF | 80,000 | 80,000 | 80,888 | 80,888 | 104,114 CHF | 104,924 CHF | 99.82% | 99.82% |
10/07/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 82,000 | 82,000 | 81,881 | 81,881 | 110,315 CHF | 111,134 CHF | 99.99% | 99.99% |
09/07/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 82,000 | 82,000 | 81,647 | 81,647 | 108,196 CHF | 109,013 CHF | 99.77% | 99.77% |
08/07/2024 | 0.75% | 1.35 CHF | 1.36 CHF | 82,000 | 82,000 | 81,624 | 81,624 | 107,854 CHF | 108,670 CHF | 99.42% | 99.42% |
05/07/2024 | 0.79% | 1.40 CHF | 1.41 CHF | 83,000 | 83,000 | 80,393 | 80,393 | 101,186 CHF | 101,990 CHF | 99.29% | 99.29% |
04/07/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 80,000 | 80,000 | 79,606 | 79,606 | 95,235 CHF | 96,031 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 1.30 CHF | 1.31 CHF | 81,000 | 81,000 | 81,630 | 81,630 | 108,117 CHF | 108,933 CHF | 99.99% | 99.99% |
02/07/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 85,000 | 85,000 | 85,225 | 85,225 | 129,382 CHF | 130,234 CHF | 100.00% | 100.00% |