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 | 1.31% | 0.75 CHF | 0.76 CHF | 82,000 | 82,000 | 81,620 | 81,620 | 62,058 CHF | 62,874 CHF | 100.00% | 100.00% |
12/07/2024 | 1.27% | 0.77 CHF | 0.78 CHF | 82,000 | 82,000 | 81,662 | 81,662 | 64,028 CHF | 64,845 CHF | 100.00% | 100.00% |
11/07/2024 | 1.23% | 0.79 CHF | 0.80 CHF | 82,000 | 82,000 | 82,024 | 82,024 | 66,263 CHF | 67,084 CHF | 99.99% | 99.99% |
10/07/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 82,000 | 82,000 | 81,662 | 81,662 | 62,466 CHF | 63,282 CHF | 100.00% | 100.00% |
09/07/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 86,000 | 86,000 | 85,646 | 85,646 | 79,237 CHF | 80,093 CHF | 100.00% | 100.00% |
08/07/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 86,000 | 86,000 | 85,491 | 85,491 | 78,017 CHF | 78,872 CHF | 100.00% | 100.00% |
05/07/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 86,000 | 86,000 | 85,792 | 85,792 | 81,914 CHF | 82,772 CHF | 99.82% | 99.82% |
04/07/2024 | 0.94% | 1.05 CHF | 1.06 CHF | 88,000 | 88,000 | 89,011 | 89,011 | 94,322 CHF | 95,212 CHF | 99.50% | 99.50% |
03/07/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 90,000 | 90,000 | 88,423 | 88,423 | 93,108 CHF | 93,992 CHF | 99.37% | 99.37% |
02/07/2024 | 0.86% | 1.12 CHF | 1.13 CHF | 90,000 | 90,000 | 91,665 | 91,665 | 105,630 CHF | 106,547 CHF | 99.43% | 99.43% |