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 | 0.88% | 1.13 CHF | 1.14 CHF | 79,000 | 79,000 | 79,088 | 79,088 | 89,160 CHF | 89,951 CHF | 99.41% | 99.41% |
12/07/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 80,000 | 80,000 | 80,194 | 80,194 | 85,468 CHF | 86,270 CHF | 100.00% | 100.00% |
11/07/2024 | 0.96% | 1.08 CHF | 1.09 CHF | 80,000 | 80,000 | 80,890 | 80,890 | 83,845 CHF | 84,654 CHF | 99.82% | 99.82% |
10/07/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 82,000 | 82,000 | 81,881 | 81,881 | 79,684 CHF | 80,503 CHF | 100.00% | 100.00% |
09/07/2024 | 1.00% | 0.98 CHF | 0.99 CHF | 82,000 | 82,000 | 81,647 | 81,647 | 81,228 CHF | 82,045 CHF | 99.74% | 99.74% |
08/07/2024 | 1.00% | 0.97 CHF | 0.98 CHF | 82,000 | 82,000 | 81,624 | 81,624 | 81,462 CHF | 82,278 CHF | 99.42% | 99.42% |
05/07/2024 | 0.93% | 0.92 CHF | 0.93 CHF | 83,000 | 83,000 | 80,393 | 80,393 | 85,802 CHF | 86,605 CHF | 99.29% | 99.29% |
04/07/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 80,000 | 80,000 | 79,606 | 79,606 | 89,998 CHF | 90,794 CHF | 100.00% | 100.00% |
03/07/2024 | 0.99% | 1.03 CHF | 1.04 CHF | 81,000 | 81,000 | 81,630 | 81,630 | 81,757 CHF | 82,574 CHF | 100.00% | 100.00% |
02/07/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 85,000 | 85,000 | 85,225 | 85,225 | 68,686 CHF | 69,538 CHF | 100.00% | 100.00% |