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 | 1.08% | 0.92 CHF | 0.93 CHF | 79,000 | 79,000 | 79,088 | 79,088 | 72,619 CHF | 73,410 CHF | 99.41% | 99.41% |
12/07/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 80,000 | 80,000 | 80,194 | 80,194 | 78,545 CHF | 79,347 CHF | 100.00% | 100.00% |
11/07/2024 | 0.99% | 0.96 CHF | 0.97 CHF | 80,000 | 80,000 | 80,888 | 80,888 | 81,346 CHF | 82,156 CHF | 99.83% | 99.83% |
10/07/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 82,000 | 82,000 | 81,882 | 81,882 | 87,256 CHF | 88,075 CHF | 100.00% | 100.00% |
09/07/2024 | 0.95% | 1.06 CHF | 1.07 CHF | 82,000 | 82,000 | 81,647 | 81,647 | 85,255 CHF | 86,072 CHF | 99.74% | 99.74% |
08/07/2024 | 0.96% | 1.06 CHF | 1.07 CHF | 82,000 | 82,000 | 81,624 | 81,624 | 84,923 CHF | 85,739 CHF | 99.42% | 99.42% |
05/07/2024 | 1.02% | 1.12 CHF | 1.13 CHF | 83,000 | 83,000 | 80,393 | 80,393 | 78,621 CHF | 79,425 CHF | 99.29% | 99.29% |
04/07/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 80,000 | 80,000 | 79,606 | 79,606 | 73,060 CHF | 73,856 CHF | 100.00% | 100.00% |
03/07/2024 | 0.95% | 1.02 CHF | 1.03 CHF | 81,000 | 81,000 | 81,630 | 81,630 | 85,167 CHF | 85,983 CHF | 100.00% | 100.00% |
02/07/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 85,000 | 85,000 | 85,225 | 85,225 | 105,352 CHF | 106,205 CHF | 100.00% | 100.00% |