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 | 0.89% | 1.12 CHF | 1.13 CHF | 79,000 | 79,000 | 79,087 | 79,087 | 88,440 CHF | 89,231 CHF | 99.40% | 99.40% |
12/07/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 80,000 | 80,000 | 80,194 | 80,194 | 84,750 CHF | 85,552 CHF | 100.00% | 100.00% |
11/07/2024 | 0.97% | 1.07 CHF | 1.08 CHF | 80,000 | 80,000 | 80,887 | 80,887 | 83,141 CHF | 83,951 CHF | 99.82% | 99.82% |
10/07/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 82,000 | 82,000 | 81,881 | 81,881 | 78,995 CHF | 79,813 CHF | 100.00% | 100.00% |
09/07/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 82,000 | 82,000 | 81,647 | 81,647 | 80,542 CHF | 81,359 CHF | 99.77% | 99.77% |
08/07/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 82,000 | 82,000 | 81,624 | 81,624 | 80,773 CHF | 81,589 CHF | 99.41% | 99.41% |
05/07/2024 | 0.94% | 0.91 CHF | 0.92 CHF | 83,000 | 83,000 | 80,393 | 80,393 | 85,097 CHF | 85,901 CHF | 99.27% | 99.27% |
04/07/2024 | 0.89% | 1.11 CHF | 1.12 CHF | 80,000 | 80,000 | 79,606 | 79,606 | 89,251 CHF | 90,047 CHF | 100.00% | 100.00% |
03/07/2024 | 1.00% | 1.02 CHF | 1.03 CHF | 81,000 | 81,000 | 81,630 | 81,630 | 81,080 CHF | 81,897 CHF | 100.00% | 100.00% |
02/07/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 85,000 | 85,000 | 85,225 | 85,225 | 67,897 CHF | 68,750 CHF | 100.00% | 100.00% |