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 | 0.90% | 1.12 CHF | 1.13 CHF | 79,000 | 79,000 | 79,088 | 79,088 | 87,973 CHF | 88,764 CHF | 99.41% | 99.41% |
12/07/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 80,000 | 80,000 | 80,194 | 80,194 | 94,147 CHF | 94,949 CHF | 100.00% | 100.00% |
11/07/2024 | 0.83% | 1.15 CHF | 1.16 CHF | 80,000 | 80,000 | 80,888 | 80,888 | 97,152 CHF | 97,962 CHF | 99.82% | 99.82% |
10/07/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 82,000 | 82,000 | 81,882 | 81,882 | 103,207 CHF | 104,026 CHF | 100.00% | 100.00% |
09/07/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 82,000 | 82,000 | 81,647 | 81,647 | 101,165 CHF | 101,981 CHF | 99.73% | 99.73% |
08/07/2024 | 0.81% | 1.26 CHF | 1.27 CHF | 82,000 | 82,000 | 81,624 | 81,624 | 100,777 CHF | 101,593 CHF | 99.41% | 99.41% |
05/07/2024 | 0.85% | 1.32 CHF | 1.33 CHF | 83,000 | 83,000 | 80,393 | 80,393 | 94,255 CHF | 95,059 CHF | 99.29% | 99.29% |
04/07/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 80,000 | 80,000 | 79,606 | 79,606 | 88,380 CHF | 89,176 CHF | 100.00% | 100.00% |
03/07/2024 | 0.80% | 1.21 CHF | 1.22 CHF | 81,000 | 81,000 | 81,630 | 81,630 | 101,048 CHF | 101,864 CHF | 100.00% | 100.00% |
02/07/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 85,000 | 85,000 | 85,225 | 85,225 | 121,914 CHF | 122,767 CHF | 100.00% | 100.00% |