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 | 1.43% | 0.65 CHF | 0.66 CHF | 160,000 | 160,000 | 158,850 | 158,850 | 110,715 CHF | 112,303 CHF | 100.00% | 100.00% |
12/07/2024 | 1.43% | 0.72 CHF | 0.73 CHF | 158,000 | 158,000 | 159,628 | 159,628 | 111,089 CHF | 112,686 CHF | 99.99% | 99.99% |
11/07/2024 | 1.51% | 0.67 CHF | 0.68 CHF | 160,000 | 160,000 | 159,958 | 159,958 | 105,474 CHF | 107,075 CHF | 99.82% | 99.82% |
10/07/2024 | 1.57% | 0.65 CHF | 0.66 CHF | 160,000 | 160,000 | 161,983 | 161,983 | 102,607 CHF | 104,227 CHF | 100.00% | 100.00% |
09/07/2024 | 1.53% | 0.63 CHF | 0.64 CHF | 162,000 | 162,000 | 160,615 | 160,615 | 104,417 CHF | 106,025 CHF | 99.76% | 99.76% |
08/07/2024 | 1.56% | 0.63 CHF | 0.64 CHF | 162,000 | 162,000 | 161,474 | 161,474 | 102,838 CHF | 104,453 CHF | 100.00% | 100.00% |
05/07/2024 | 1.56% | 0.62 CHF | 0.63 CHF | 162,000 | 162,000 | 161,782 | 161,782 | 103,129 CHF | 104,746 CHF | 99.81% | 99.81% |
04/07/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 162,000 | 162,000 | 161,416 | 161,416 | 103,646 CHF | 105,261 CHF | 100.00% | 100.00% |
03/07/2024 | 1.60% | 0.64 CHF | 0.65 CHF | 162,000 | 162,000 | 162,000 | 162,000 | 100,703 CHF | 102,323 CHF | 99.99% | 99.99% |
02/07/2024 | 1.68% | 0.62 CHF | 0.63 CHF | 162,000 | 162,000 | 163,208 | 163,208 | 96,152 CHF | 97,784 CHF | 100.00% | 100.00% |