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% | 0.75 CHF | 0.76 CHF | 156,000 | 156,000 | 71,157 | 71,157 | 51,096 CHF | 51,809 CHF | 100.00% | 100.00% |
12/07/2024 | 1.43% | 0.72 CHF | 0.73 CHF | 158,000 | 158,000 | 71,270 | 71,270 | 50,599 CHF | 51,313 CHF | 100.00% | 100.00% |
11/07/2024 | 1.57% | 0.69 CHF | 0.70 CHF | 160,000 | 160,000 | 72,745 | 72,745 | 47,457 CHF | 48,186 CHF | 99.99% | 99.99% |
10/07/2024 | 1.67% | 0.63 CHF | 0.64 CHF | 162,000 | 162,000 | 73,239 | 73,239 | 44,752 CHF | 45,486 CHF | 100.00% | 100.00% |
09/07/2024 | 1.72% | 0.57 CHF | 0.58 CHF | 166,000 | 166,000 | 74,049 | 74,049 | 42,983 CHF | 43,725 CHF | 99.73% | 99.73% |
08/07/2024 | 1.63% | 0.59 CHF | 0.60 CHF | 164,000 | 164,000 | 73,409 | 73,409 | 45,339 CHF | 46,076 CHF | 99.29% | 99.29% |
05/07/2024 | 1.87% | 0.55 CHF | 0.56 CHF | 168,000 | 168,000 | 75,342 | 75,342 | 40,735 CHF | 41,489 CHF | 100.00% | 100.00% |
04/07/2024 | 1.80% | 0.54 CHF | 0.55 CHF | 68,000 | 68,000 | 53,181 | 53,181 | 29,193 CHF | 29,725 CHF | 99.55% | 99.55% |
03/07/2024 | 1.62% | 0.57 CHF | 0.58 CHF | 166,000 | 166,000 | 73,506 | 73,506 | 44,854 CHF | 45,590 CHF | 100.00% | 100.00% |
02/07/2024 | 1.59% | 0.63 CHF | 0.64 CHF | 162,000 | 162,000 | 72,793 | 72,793 | 45,929 CHF | 46,658 CHF | 100.00% | 100.00% |