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 | 1.37% | 0.76 CHF | 0.77 CHF | 115,000 | 115,000 | 113,612 | 113,612 | 82,551 CHF | 83,687 CHF | 100.00% | 100.00% |
12/07/2024 | 1.37% | 0.71 CHF | 0.72 CHF | 113,000 | 113,000 | 113,715 | 113,715 | 82,703 CHF | 83,840 CHF | 100.00% | 100.00% |
11/07/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 114,000 | 114,000 | 114,315 | 114,315 | 85,483 CHF | 86,627 CHF | 100.00% | 100.00% |
10/07/2024 | 1.26% | 0.77 CHF | 0.78 CHF | 116,000 | 116,000 | 116,416 | 116,416 | 91,996 CHF | 93,160 CHF | 100.00% | 100.00% |
09/07/2024 | 1.29% | 0.79 CHF | 0.80 CHF | 117,000 | 117,000 | 115,500 | 115,500 | 89,256 CHF | 90,412 CHF | 99.99% | 99.99% |
08/07/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 116,000 | 116,000 | 115,670 | 115,670 | 89,466 CHF | 90,623 CHF | 100.00% | 100.00% |
05/07/2024 | 1.31% | 0.78 CHF | 0.79 CHF | 116,000 | 116,000 | 115,006 | 115,006 | 87,255 CHF | 88,405 CHF | 100.00% | 100.00% |
04/07/2024 | 1.28% | 0.76 CHF | 0.77 CHF | 115,000 | 115,000 | 115,692 | 115,692 | 89,977 CHF | 91,134 CHF | 100.00% | 100.00% |
03/07/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 117,000 | 117,000 | 116,414 | 116,414 | 92,452 CHF | 93,616 CHF | 100.00% | 100.00% |
02/07/2024 | 1.19% | 0.82 CHF | 0.83 CHF | 118,000 | 118,000 | 118,611 | 118,611 | 99,204 CHF | 100,390 CHF | 100.00% | 100.00% |