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 | 0.75% | 1.32 CHF | 1.33 CHF | 79,000 | 79,000 | 79,087 | 79,087 | 104,926 CHF | 105,717 CHF | 99.40% | 99.40% |
12/07/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 80,000 | 80,000 | 80,194 | 80,194 | 101,427 CHF | 102,229 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 1.28 CHF | 1.29 CHF | 80,000 | 80,000 | 80,884 | 80,884 | 99,888 CHF | 100,697 CHF | 99.80% | 99.80% |
10/07/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 82,000 | 82,000 | 81,881 | 81,881 | 95,910 CHF | 96,729 CHF | 100.00% | 100.00% |
09/07/2024 | 0.83% | 1.17 CHF | 1.18 CHF | 82,000 | 82,000 | 81,647 | 81,647 | 97,403 CHF | 98,220 CHF | 99.74% | 99.74% |
08/07/2024 | 0.83% | 1.17 CHF | 1.18 CHF | 82,000 | 82,000 | 81,624 | 81,624 | 97,616 CHF | 98,432 CHF | 99.42% | 99.42% |
05/07/2024 | 0.79% | 1.12 CHF | 1.13 CHF | 83,000 | 83,000 | 80,393 | 80,393 | 101,721 CHF | 102,525 CHF | 99.29% | 99.29% |
04/07/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 80,000 | 80,000 | 79,606 | 79,606 | 105,808 CHF | 106,604 CHF | 100.00% | 100.00% |
03/07/2024 | 0.83% | 1.23 CHF | 1.24 CHF | 81,000 | 81,000 | 81,630 | 81,630 | 97,949 CHF | 98,766 CHF | 100.00% | 100.00% |
02/07/2024 | 1.00% | 1.00 CHF | 1.01 CHF | 85,000 | 85,000 | 85,225 | 85,225 | 85,107 CHF | 85,960 CHF | 100.00% | 100.00% |