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 | 1.03% | 0.96 CHF | 0.97 CHF | 135,200 | 135,200 | 135,103 | 135,103 | 130,735 CHF | 132,086 CHF | 100.00% | 100.00% |
12/07/2024 | 1.03% | 0.94 CHF | 0.95 CHF | 126,600 | 126,600 | 127,286 | 127,286 | 123,351 CHF | 124,624 CHF | 100.00% | 100.00% |
11/07/2024 | 0.99% | 0.98 CHF | 0.99 CHF | 123,900 | 123,900 | 123,390 | 123,390 | 123,712 CHF | 124,946 CHF | 100.00% | 100.00% |
10/07/2024 | 0.95% | 1.02 CHF | 1.03 CHF | 126,000 | 126,000 | 126,930 | 126,930 | 133,560 CHF | 134,829 CHF | 100.00% | 100.00% |
09/07/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 127,200 | 127,200 | 126,874 | 126,874 | 129,796 CHF | 131,065 CHF | 100.00% | 100.00% |
08/07/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 127,700 | 127,700 | 127,173 | 127,173 | 127,614 CHF | 128,885 CHF | 100.00% | 100.00% |
05/07/2024 | 1.02% | 1.01 CHF | 1.02 CHF | 132,200 | 132,200 | 131,413 | 131,413 | 128,198 CHF | 129,512 CHF | 99.82% | 99.82% |
04/07/2024 | 1.01% | 0.98 CHF | 0.99 CHF | 125,500 | 125,500 | 124,895 | 124,895 | 122,834 CHF | 124,083 CHF | 99.50% | 99.50% |
03/07/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 121,200 | 121,200 | 120,697 | 120,697 | 121,741 CHF | 122,948 CHF | 99.36% | 99.36% |
02/07/2024 | 0.93% | 1.08 CHF | 1.09 CHF | 125,500 | 125,500 | 124,982 | 124,982 | 134,059 CHF | 135,309 CHF | 99.99% | 99.99% |