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 | 1.15% | 0.87 CHF | 0.88 CHF | 145,000 | 145,000 | 145,000 | 145,000 | 125,582 CHF | 127,032 CHF | 93.90% | 93.90% |
12/07/2024 | 1.26% | 0.81 CHF | 0.82 CHF | 145,000 | 145,000 | 146,931 | 146,931 | 115,547 CHF | 117,017 CHF | 95.03% | 95.03% |
11/07/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 150,000 | 150,000 | 149,856 | 149,856 | 110,278 CHF | 111,778 CHF | 94.58% | 94.58% |
10/07/2024 | 1.55% | 0.70 CHF | 0.71 CHF | 150,000 | 150,000 | 150,006 | 150,006 | 96,034 CHF | 97,534 CHF | 94.44% | 94.44% |
09/07/2024 | 1.62% | 0.60 CHF | 0.61 CHF | 155,000 | 155,000 | 152,745 | 152,745 | 93,670 CHF | 95,199 CHF | 94.23% | 94.23% |
08/07/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 155,000 | 155,000 | 155,000 | 155,000 | 89,371 CHF | 90,921 CHF | 94.84% | 94.84% |
05/07/2024 | 1.62% | 0.58 CHF | 0.59 CHF | 155,000 | 155,000 | 152,951 | 152,951 | 93,781 CHF | 95,310 CHF | 94.73% | 94.73% |
04/07/2024 | 1.80% | 0.58 CHF | 0.59 CHF | 155,000 | 155,000 | 155,000 | 155,000 | 85,507 CHF | 87,057 CHF | 95.81% | 95.81% |
03/07/2024 | 1.52% | 0.63 CHF | 0.64 CHF | 150,000 | 150,000 | 150,043 | 150,043 | 97,766 CHF | 99,266 CHF | 90.75% | 90.75% |
02/07/2024 | 1.48% | 0.69 CHF | 0.70 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 100,391 CHF | 101,891 CHF | 94.33% | 94.33% |