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 | 1.44% | 0.70 CHF | 0.71 CHF | 120,000 | 120,000 | 66,143 | 66,143 | 46,589 CHF | 47,252 CHF | 100.00% | 100.00% |
12/07/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 120,000 | 120,000 | 66,488 | 66,488 | 49,516 CHF | 50,184 CHF | 99.94% | 99.94% |
11/07/2024 | 1.37% | 0.75 CHF | 0.76 CHF | 120,000 | 120,000 | 65,614 | 65,614 | 49,504 CHF | 50,168 CHF | 99.43% | 99.43% |
10/07/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 130,000 | 130,000 | 70,608 | 70,608 | 55,214 CHF | 55,921 CHF | 99.84% | 99.84% |
09/07/2024 | 1.26% | 0.81 CHF | 0.82 CHF | 130,000 | 130,000 | 71,724 | 71,724 | 57,931 CHF | 58,649 CHF | 99.66% | 99.66% |
08/07/2024 | 1.26% | 0.82 CHF | 0.83 CHF | 130,000 | 130,000 | 71,525 | 71,525 | 57,977 CHF | 58,695 CHF | 100.00% | 100.00% |
05/07/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 130,000 | 130,000 | 71,459 | 71,459 | 56,748 CHF | 57,465 CHF | 99.52% | 99.52% |
04/07/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 65,000 | 65,000 | 58,015 | 58,015 | 47,310 CHF | 47,890 CHF | 98.93% | 98.93% |
03/07/2024 | 1.18% | 0.81 CHF | 0.82 CHF | 130,000 | 130,000 | 70,302 | 70,302 | 59,822 CHF | 60,526 CHF | 98.22% | 98.22% |
02/07/2024 | 1.15% | 0.89 CHF | 0.90 CHF | 130,000 | 130,000 | 71,269 | 71,269 | 63,151 CHF | 63,865 CHF | 100.00% | 100.00% |