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 | 1.85% | 0.57 CHF | 0.58 CHF | 115,000 | 115,000 | 113,612 | 113,612 | 60,965 CHF | 62,101 CHF | 100.00% | 100.00% |
12/07/2024 | 1.84% | 0.52 CHF | 0.53 CHF | 113,000 | 113,000 | 113,715 | 113,715 | 61,097 CHF | 62,234 CHF | 100.00% | 100.00% |
11/07/2024 | 1.78% | 0.55 CHF | 0.56 CHF | 114,000 | 114,000 | 114,317 | 114,317 | 63,764 CHF | 64,908 CHF | 100.00% | 100.00% |
10/07/2024 | 1.65% | 0.58 CHF | 0.59 CHF | 116,000 | 116,000 | 116,416 | 116,416 | 69,877 CHF | 71,041 CHF | 100.00% | 100.00% |
09/07/2024 | 1.71% | 0.60 CHF | 0.61 CHF | 117,000 | 117,000 | 115,500 | 115,500 | 67,311 CHF | 68,467 CHF | 99.99% | 99.99% |
08/07/2024 | 1.70% | 0.59 CHF | 0.60 CHF | 116,000 | 116,000 | 115,670 | 115,670 | 67,489 CHF | 68,645 CHF | 100.00% | 100.00% |
05/07/2024 | 1.74% | 0.59 CHF | 0.60 CHF | 116,000 | 116,000 | 115,006 | 115,006 | 65,394 CHF | 66,544 CHF | 100.00% | 100.00% |
04/07/2024 | 1.69% | 0.57 CHF | 0.58 CHF | 115,000 | 115,000 | 115,692 | 115,692 | 67,993 CHF | 69,150 CHF | 100.00% | 100.00% |
03/07/2024 | 1.64% | 0.61 CHF | 0.62 CHF | 117,000 | 117,000 | 116,414 | 116,414 | 70,326 CHF | 71,490 CHF | 100.00% | 100.00% |
02/07/2024 | 1.54% | 0.63 CHF | 0.64 CHF | 118,000 | 118,000 | 118,611 | 118,611 | 76,655 CHF | 77,841 CHF | 100.00% | 100.00% |