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 | 1.06% | 0.89 CHF | 0.90 CHF | 160,000 | 160,000 | 158,850 | 158,850 | 149,679 CHF | 151,267 CHF | 100.00% | 100.00% |
12/07/2024 | 1.06% | 0.96 CHF | 0.97 CHF | 158,000 | 158,000 | 159,628 | 159,628 | 150,087 CHF | 151,683 CHF | 99.99% | 99.99% |
11/07/2024 | 1.10% | 0.92 CHF | 0.93 CHF | 160,000 | 160,000 | 159,958 | 159,958 | 144,533 CHF | 146,134 CHF | 99.82% | 99.82% |
10/07/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 160,000 | 160,000 | 161,983 | 161,983 | 142,184 CHF | 143,804 CHF | 100.00% | 100.00% |
09/07/2024 | 1.11% | 0.87 CHF | 0.88 CHF | 162,000 | 162,000 | 160,615 | 160,615 | 143,620 CHF | 145,228 CHF | 99.77% | 99.77% |
08/07/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 162,000 | 162,000 | 161,474 | 161,474 | 142,393 CHF | 144,008 CHF | 100.00% | 100.00% |
05/07/2024 | 1.13% | 0.86 CHF | 0.87 CHF | 162,000 | 162,000 | 161,782 | 161,782 | 142,763 CHF | 144,381 CHF | 99.81% | 99.81% |
04/07/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 162,000 | 162,000 | 161,416 | 161,416 | 143,153 CHF | 144,767 CHF | 100.00% | 100.00% |
03/07/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 162,000 | 162,000 | 162,000 | 162,000 | 140,277 CHF | 141,897 CHF | 100.00% | 100.00% |
02/07/2024 | 1.19% | 0.87 CHF | 0.88 CHF | 162,000 | 162,000 | 163,208 | 163,208 | 135,995 CHF | 137,627 CHF | 99.99% | 99.99% |