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 | 1.09% | 0.98 CHF | 0.99 CHF | 156,000 | 156,000 | 71,156 | 71,156 | 67,043 CHF | 67,755 CHF | 100.00% | 100.00% |
12/07/2024 | 1.09% | 0.94 CHF | 0.95 CHF | 158,000 | 158,000 | 71,269 | 71,269 | 66,569 CHF | 67,283 CHF | 100.00% | 100.00% |
11/07/2024 | 1.16% | 0.91 CHF | 0.92 CHF | 160,000 | 160,000 | 72,740 | 72,740 | 63,785 CHF | 64,514 CHF | 99.99% | 99.99% |
10/07/2024 | 1.22% | 0.85 CHF | 0.86 CHF | 162,000 | 162,000 | 73,240 | 73,240 | 61,236 CHF | 61,970 CHF | 100.00% | 100.00% |
09/07/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 166,000 | 166,000 | 74,046 | 74,046 | 59,682 CHF | 60,424 CHF | 99.74% | 99.74% |
08/07/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 164,000 | 164,000 | 73,398 | 73,398 | 61,776 CHF | 62,513 CHF | 99.32% | 99.32% |
05/07/2024 | 1.33% | 0.78 CHF | 0.79 CHF | 168,000 | 168,000 | 75,337 | 75,337 | 57,580 CHF | 58,334 CHF | 99.99% | 99.99% |
04/07/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 68,000 | 68,000 | 53,169 | 53,169 | 40,998 CHF | 41,529 CHF | 99.66% | 99.66% |
03/07/2024 | 1.19% | 0.79 CHF | 0.80 CHF | 166,000 | 166,000 | 73,506 | 73,506 | 61,490 CHF | 62,226 CHF | 100.00% | 100.00% |
02/07/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 162,000 | 162,000 | 72,793 | 72,793 | 62,345 CHF | 63,074 CHF | 100.00% | 100.00% |