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 | 1.63% | 0.96 CHF | 0.97 CHF | 310,000 | 310,000 | 138,911 | 138,911 | 131,920 CHF | 133,726 CHF | 100.00% | 100.00% |
12/07/2024 | 1.64% | 0.96 CHF | 0.97 CHF | 310,000 | 310,000 | 136,311 | 136,311 | 128,261 CHF | 130,028 CHF | 99.92% | 99.92% |
11/07/2024 | 1.66% | 0.91 CHF | 0.92 CHF | 300,000 | 300,000 | 134,223 | 134,223 | 124,392 CHF | 126,135 CHF | 99.82% | 99.82% |
10/07/2024 | 1.65% | 0.94 CHF | 0.95 CHF | 300,000 | 300,000 | 134,282 | 134,282 | 125,344 CHF | 127,088 CHF | 100.00% | 100.00% |
09/07/2024 | 1.92% | 0.92 CHF | 0.93 CHF | 300,000 | 300,000 | 134,355 | 134,355 | 123,006 CHF | 125,014 CHF | 99.73% | 99.73% |
08/07/2024 | 1.97% | 0.87 CHF | 0.88 CHF | 290,000 | 290,000 | 132,610 | 132,610 | 118,500 CHF | 120,516 CHF | 99.91% | 99.91% |
05/07/2024 | 1.66% | 0.92 CHF | 0.93 CHF | 300,000 | 300,000 | 133,871 | 133,871 | 124,450 CHF | 126,192 CHF | 99.70% | 99.70% |
04/07/2024 | 1.64% | 0.93 CHF | 0.94 CHF | 120,000 | 120,000 | 96,097 | 96,097 | 88,849 CHF | 90,209 CHF | 99.91% | 99.91% |
03/07/2024 | 1.94% | 0.93 CHF | 0.94 CHF | 300,000 | 300,000 | 134,159 | 134,159 | 124,448 CHF | 126,480 CHF | 99.98% | 99.98% |
02/07/2024 | 1.94% | 0.91 CHF | 0.92 CHF | 300,000 | 300,000 | 133,128 | 133,128 | 121,597 CHF | 123,619 CHF | 99.80% | 99.80% |