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 | 72,854 CHF | 73,645 CHF | 99.40% | 99.40% |
12/07/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 80,000 | 80,000 | 80,194 | 80,194 | 69,076 CHF | 69,878 CHF | 100.00% | 100.00% |
11/07/2024 | 1.20% | 0.88 CHF | 0.89 CHF | 80,000 | 80,000 | 80,890 | 80,890 | 67,465 CHF | 68,274 CHF | 99.82% | 99.82% |
10/07/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 82,000 | 82,000 | 81,881 | 81,881 | 63,380 CHF | 64,199 CHF | 100.00% | 100.00% |
09/07/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 82,000 | 82,000 | 81,648 | 81,648 | 64,946 CHF | 65,762 CHF | 99.77% | 99.77% |
08/07/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 82,000 | 82,000 | 81,624 | 81,624 | 65,185 CHF | 66,001 CHF | 99.42% | 99.42% |
05/07/2024 | 1.16% | 0.72 CHF | 0.73 CHF | 83,000 | 83,000 | 80,393 | 80,393 | 69,460 CHF | 70,264 CHF | 99.28% | 99.28% |
04/07/2024 | 1.07% | 0.92 CHF | 0.93 CHF | 80,000 | 80,000 | 79,606 | 79,606 | 73,668 CHF | 74,464 CHF | 100.00% | 100.00% |
03/07/2024 | 1.24% | 0.83 CHF | 0.84 CHF | 81,000 | 81,000 | 81,630 | 81,630 | 65,453 CHF | 66,270 CHF | 100.00% | 100.00% |
02/07/2024 | 1.63% | 0.62 CHF | 0.63 CHF | 85,000 | 85,000 | 85,225 | 85,225 | 52,143 CHF | 52,995 CHF | 99.99% | 99.99% |