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 | 1.25% | 0.80 CHF | 0.81 CHF | 79,000 | 79,000 | 79,087 | 79,087 | 63,132 CHF | 63,923 CHF | 99.41% | 99.41% |
12/07/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 80,000 | 80,000 | 80,194 | 80,194 | 68,718 CHF | 69,519 CHF | 100.00% | 100.00% |
11/07/2024 | 1.13% | 0.84 CHF | 0.85 CHF | 80,000 | 80,000 | 80,890 | 80,890 | 71,415 CHF | 72,224 CHF | 99.82% | 99.82% |
10/07/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 82,000 | 82,000 | 81,881 | 81,881 | 76,914 CHF | 77,732 CHF | 100.00% | 100.00% |
09/07/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 82,000 | 82,000 | 81,648 | 81,648 | 75,066 CHF | 75,882 CHF | 99.77% | 99.77% |
08/07/2024 | 1.09% | 0.94 CHF | 0.95 CHF | 82,000 | 82,000 | 81,624 | 81,624 | 74,763 CHF | 75,580 CHF | 99.41% | 99.41% |
05/07/2024 | 1.17% | 1.00 CHF | 1.01 CHF | 83,000 | 83,000 | 80,393 | 80,393 | 68,842 CHF | 69,646 CHF | 99.28% | 99.28% |
04/07/2024 | 1.25% | 0.81 CHF | 0.82 CHF | 80,000 | 80,000 | 79,606 | 79,606 | 63,522 CHF | 64,318 CHF | 100.00% | 100.00% |
03/07/2024 | 1.08% | 0.89 CHF | 0.90 CHF | 81,000 | 81,000 | 81,630 | 81,630 | 74,924 CHF | 75,740 CHF | 100.00% | 100.00% |
02/07/2024 | 0.90% | 1.11 CHF | 1.12 CHF | 85,000 | 85,000 | 85,225 | 85,225 | 94,550 CHF | 95,402 CHF | 100.00% | 100.00% |