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 | 0.80% | 1.24 CHF | 1.25 CHF | 152,800 | 152,800 | 153,702 | 153,702 | 190,913 CHF | 192,450 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 1.25 CHF | 1.26 CHF | 154,400 | 154,400 | 158,345 | 158,345 | 194,249 CHF | 195,832 CHF | 100.00% | 100.00% |
11/07/2024 | 0.83% | 1.26 CHF | 1.27 CHF | 161,000 | 161,000 | 160,940 | 160,940 | 193,890 CHF | 195,499 CHF | 100.00% | 100.00% |
10/07/2024 | 0.85% | 1.15 CHF | 1.16 CHF | 161,000 | 161,000 | 160,761 | 160,761 | 189,364 CHF | 190,971 CHF | 100.00% | 100.00% |
09/07/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 160,700 | 160,700 | 157,211 | 157,211 | 186,006 CHF | 187,580 CHF | 100.00% | 100.00% |
08/07/2024 | 0.81% | 1.20 CHF | 1.21 CHF | 155,200 | 155,200 | 159,285 | 159,285 | 195,565 CHF | 197,157 CHF | 100.00% | 100.00% |
05/07/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 162,100 | 162,100 | 162,941 | 162,941 | 192,800 CHF | 194,430 CHF | 100.00% | 100.00% |
04/07/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 163,500 | 163,500 | 169,368 | 169,368 | 194,036 CHF | 195,730 CHF | 100.00% | 100.00% |
03/07/2024 | 0.90% | 1.14 CHF | 1.15 CHF | 173,300 | 173,300 | 174,197 | 174,197 | 193,171 CHF | 194,913 CHF | 100.00% | 100.00% |
02/07/2024 | 0.92% | 1.09 CHF | 1.10 CHF | 174,800 | 174,800 | 169,997 | 169,997 | 184,462 CHF | 186,162 CHF | 100.00% | 100.00% |