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 | 1.67% | 0.54 CHF | 0.55 CHF | 160,000 | 160,000 | 158,850 | 158,850 | 94,612 CHF | 96,201 CHF | 100.00% | 100.00% |
12/07/2024 | 1.67% | 0.62 CHF | 0.63 CHF | 158,000 | 158,000 | 159,629 | 159,629 | 94,941 CHF | 96,537 CHF | 99.99% | 99.99% |
11/07/2024 | 1.78% | 0.57 CHF | 0.58 CHF | 160,000 | 160,000 | 159,958 | 159,958 | 89,274 CHF | 90,875 CHF | 99.81% | 99.81% |
10/07/2024 | 1.86% | 0.55 CHF | 0.56 CHF | 160,000 | 160,000 | 161,983 | 161,983 | 86,119 CHF | 87,738 CHF | 100.00% | 100.00% |
09/07/2024 | 1.81% | 0.53 CHF | 0.54 CHF | 162,000 | 162,000 | 160,616 | 160,616 | 88,036 CHF | 89,644 CHF | 99.73% | 99.73% |
08/07/2024 | 1.85% | 0.53 CHF | 0.54 CHF | 162,000 | 162,000 | 161,474 | 161,474 | 86,545 CHF | 88,160 CHF | 100.00% | 100.00% |
05/07/2024 | 1.85% | 0.52 CHF | 0.53 CHF | 162,000 | 162,000 | 161,782 | 161,782 | 86,746 CHF | 88,364 CHF | 99.81% | 99.81% |
04/07/2024 | 1.83% | 0.54 CHF | 0.55 CHF | 162,000 | 162,000 | 161,416 | 161,416 | 87,381 CHF | 88,995 CHF | 100.00% | 100.00% |
03/07/2024 | 1.90% | 0.53 CHF | 0.54 CHF | 162,000 | 162,000 | 162,000 | 162,000 | 84,323 CHF | 85,943 CHF | 100.00% | 100.00% |
02/07/2024 | 2.03% | 0.52 CHF | 0.53 CHF | 162,000 | 162,000 | 163,208 | 163,208 | 79,689 CHF | 81,322 CHF | 100.00% | 100.00% |