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 | 1.12% | 1.38 CHF | 1.39 CHF | 152,000 | 152,000 | 68,061 | 68,061 | 93,897 CHF | 94,781 CHF | 100.00% | 100.00% |
12/07/2024 | 1.15% | 1.36 CHF | 1.37 CHF | 153,000 | 153,000 | 69,072 | 69,072 | 93,005 CHF | 93,904 CHF | 100.00% | 100.00% |
11/07/2024 | 1.17% | 1.30 CHF | 1.31 CHF | 155,000 | 155,000 | 69,484 | 69,484 | 90,832 CHF | 91,735 CHF | 99.99% | 99.99% |
10/07/2024 | 1.14% | 1.30 CHF | 1.31 CHF | 154,000 | 154,000 | 67,931 | 67,931 | 91,527 CHF | 92,417 CHF | 99.99% | 99.99% |
09/07/2024 | 1.08% | 1.41 CHF | 1.42 CHF | 150,000 | 150,000 | 67,494 | 67,494 | 96,001 CHF | 96,879 CHF | 100.00% | 100.00% |
08/07/2024 | 1.06% | 1.43 CHF | 1.44 CHF | 150,000 | 150,000 | 67,291 | 67,291 | 97,496 CHF | 98,372 CHF | 100.00% | 100.00% |
05/07/2024 | 1.07% | 1.45 CHF | 1.46 CHF | 149,000 | 149,000 | 67,230 | 67,230 | 96,842 CHF | 97,718 CHF | 100.00% | 100.00% |
04/07/2024 | 1.06% | 1.44 CHF | 1.45 CHF | 60,000 | 60,000 | 48,296 | 48,296 | 69,560 CHF | 70,245 CHF | 100.00% | 100.00% |
03/07/2024 | 1.08% | 1.45 CHF | 1.46 CHF | 149,000 | 149,000 | 67,183 | 67,183 | 96,354 CHF | 97,229 CHF | 100.00% | 100.00% |
02/07/2024 | 1.14% | 1.38 CHF | 1.39 CHF | 151,000 | 151,000 | 67,875 | 67,875 | 92,202 CHF | 93,084 CHF | 100.00% | 100.00% |