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 | 0.76% | 1.31 CHF | 1.32 CHF | 79,000 | 79,000 | 79,087 | 79,087 | 103,411 CHF | 104,202 CHF | 99.41% | 99.41% |
12/07/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 80,000 | 80,000 | 80,194 | 80,194 | 109,854 CHF | 110,656 CHF | 100.00% | 100.00% |
11/07/2024 | 0.72% | 1.35 CHF | 1.36 CHF | 80,000 | 80,000 | 80,889 | 80,889 | 112,873 CHF | 113,683 CHF | 99.83% | 99.83% |
10/07/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 82,000 | 82,000 | 81,881 | 81,881 | 119,114 CHF | 119,933 CHF | 100.00% | 100.00% |
09/07/2024 | 0.70% | 1.45 CHF | 1.46 CHF | 82,000 | 82,000 | 81,647 | 81,647 | 117,021 CHF | 117,837 CHF | 99.73% | 99.73% |
08/07/2024 | 0.70% | 1.45 CHF | 1.46 CHF | 82,000 | 82,000 | 81,624 | 81,624 | 116,650 CHF | 117,466 CHF | 99.42% | 99.42% |
05/07/2024 | 0.73% | 1.51 CHF | 1.52 CHF | 83,000 | 83,000 | 80,393 | 80,393 | 109,906 CHF | 110,710 CHF | 99.29% | 99.29% |
04/07/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 80,000 | 80,000 | 79,606 | 79,606 | 103,867 CHF | 104,663 CHF | 100.00% | 100.00% |
03/07/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 81,000 | 81,000 | 81,630 | 81,630 | 116,934 CHF | 117,750 CHF | 100.00% | 100.00% |
02/07/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 85,000 | 85,000 | 85,225 | 85,225 | 138,445 CHF | 139,298 CHF | 99.99% | 99.99% |