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 | 1.28% | 0.83 CHF | 0.84 CHF | 156,000 | 156,000 | 71,147 | 71,147 | 56,961 CHF | 57,674 CHF | 99.99% | 99.99% |
12/07/2024 | 1.28% | 0.80 CHF | 0.81 CHF | 158,000 | 158,000 | 71,262 | 71,262 | 56,497 CHF | 57,211 CHF | 99.99% | 99.99% |
11/07/2024 | 1.39% | 0.77 CHF | 0.78 CHF | 160,000 | 160,000 | 72,744 | 72,744 | 53,531 CHF | 54,260 CHF | 99.99% | 99.99% |
10/07/2024 | 1.47% | 0.71 CHF | 0.72 CHF | 162,000 | 162,000 | 73,239 | 73,239 | 50,884 CHF | 51,618 CHF | 100.00% | 100.00% |
09/07/2024 | 1.51% | 0.65 CHF | 0.66 CHF | 166,000 | 166,000 | 74,036 | 74,036 | 49,211 CHF | 49,953 CHF | 99.77% | 99.77% |
08/07/2024 | 1.44% | 0.67 CHF | 0.68 CHF | 164,000 | 164,000 | 73,407 | 73,407 | 51,443 CHF | 52,180 CHF | 99.29% | 99.29% |
05/07/2024 | 1.62% | 0.64 CHF | 0.65 CHF | 168,000 | 168,000 | 75,341 | 75,341 | 46,983 CHF | 47,738 CHF | 100.00% | 100.00% |
04/07/2024 | 1.57% | 0.62 CHF | 0.63 CHF | 68,000 | 68,000 | 53,178 | 53,178 | 33,516 CHF | 34,047 CHF | 99.57% | 99.57% |
03/07/2024 | 1.43% | 0.65 CHF | 0.66 CHF | 166,000 | 166,000 | 73,506 | 73,506 | 50,970 CHF | 51,707 CHF | 100.00% | 100.00% |
02/07/2024 | 1.41% | 0.71 CHF | 0.72 CHF | 162,000 | 162,000 | 72,793 | 72,793 | 51,949 CHF | 52,678 CHF | 100.00% | 100.00% |