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 | 1.16% | 0.85 CHF | 0.86 CHF | 82,000 | 82,000 | 81,620 | 81,620 | 70,124 CHF | 70,940 CHF | 100.00% | 100.00% |
12/07/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 82,000 | 82,000 | 81,662 | 81,662 | 72,123 CHF | 72,939 CHF | 100.00% | 100.00% |
11/07/2024 | 1.10% | 0.89 CHF | 0.90 CHF | 82,000 | 82,000 | 82,025 | 82,025 | 74,366 CHF | 75,187 CHF | 100.00% | 100.00% |
10/07/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 82,000 | 82,000 | 81,662 | 81,662 | 70,508 CHF | 71,324 CHF | 100.00% | 100.00% |
09/07/2024 | 0.97% | 1.01 CHF | 1.02 CHF | 86,000 | 86,000 | 85,646 | 85,646 | 87,695 CHF | 88,552 CHF | 100.00% | 100.00% |
08/07/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 86,000 | 86,000 | 85,491 | 85,491 | 86,454 CHF | 87,309 CHF | 100.00% | 100.00% |
05/07/2024 | 0.95% | 1.05 CHF | 1.06 CHF | 86,000 | 86,000 | 85,792 | 85,792 | 90,385 CHF | 91,243 CHF | 99.80% | 99.80% |
04/07/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 88,000 | 88,000 | 89,011 | 89,011 | 103,101 CHF | 103,992 CHF | 99.49% | 99.49% |
03/07/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 90,000 | 90,000 | 88,423 | 88,423 | 101,822 CHF | 102,707 CHF | 99.37% | 99.37% |
02/07/2024 | 0.80% | 1.22 CHF | 1.23 CHF | 90,000 | 90,000 | 91,665 | 91,665 | 114,636 CHF | 115,552 CHF | 99.43% | 99.43% |