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 | 1.62% | 0.61 CHF | 0.62 CHF | 235,000 | 235,000 | 234,826 | 234,826 | 144,141 CHF | 146,490 CHF | 100.00% | 100.00% |
12/07/2024 | 1.61% | 0.60 CHF | 0.61 CHF | 235,000 | 235,000 | 236,273 | 236,273 | 145,491 CHF | 147,854 CHF | 100.00% | 100.00% |
11/07/2024 | 1.57% | 0.62 CHF | 0.63 CHF | 240,000 | 240,000 | 238,887 | 238,887 | 151,212 CHF | 153,602 CHF | 100.00% | 100.00% |
10/07/2024 | 1.51% | 0.64 CHF | 0.65 CHF | 240,000 | 240,000 | 241,798 | 241,798 | 158,788 CHF | 161,206 CHF | 100.00% | 100.00% |
09/07/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 240,000 | 240,000 | 239,380 | 239,380 | 153,840 CHF | 156,234 CHF | 100.00% | 100.00% |
08/07/2024 | 1.57% | 0.63 CHF | 0.64 CHF | 240,000 | 240,000 | 239,010 | 239,010 | 151,198 CHF | 153,588 CHF | 100.00% | 100.00% |
05/07/2024 | 1.60% | 0.64 CHF | 0.65 CHF | 240,000 | 240,000 | 238,561 | 238,561 | 147,722 CHF | 150,107 CHF | 99.81% | 99.81% |
04/07/2024 | 1.59% | 0.62 CHF | 0.63 CHF | 240,000 | 240,000 | 238,846 | 238,846 | 148,818 CHF | 151,206 CHF | 99.49% | 99.49% |
03/07/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 240,000 | 240,000 | 239,004 | 239,004 | 152,147 CHF | 154,537 CHF | 99.35% | 99.35% |
02/07/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 245,000 | 245,000 | 243,987 | 243,987 | 162,538 CHF | 164,978 CHF | 100.00% | 100.00% |