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 | 1.53% | 0.65 CHF | 0.66 CHF | 235,000 | 235,000 | 234,828 | 234,828 | 152,671 CHF | 155,019 CHF | 99.93% | 99.93% |
12/07/2024 | 1.53% | 0.66 CHF | 0.67 CHF | 235,000 | 235,000 | 236,272 | 236,272 | 153,755 CHF | 156,118 CHF | 100.00% | 100.00% |
11/07/2024 | 1.57% | 0.64 CHF | 0.65 CHF | 240,000 | 240,000 | 238,880 | 238,880 | 150,844 CHF | 153,234 CHF | 100.00% | 100.00% |
10/07/2024 | 1.64% | 0.62 CHF | 0.63 CHF | 240,000 | 240,000 | 241,798 | 241,798 | 145,969 CHF | 148,387 CHF | 100.00% | 100.00% |
09/07/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 240,000 | 240,000 | 239,380 | 239,380 | 148,099 CHF | 150,493 CHF | 100.00% | 100.00% |
08/07/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 240,000 | 240,000 | 239,010 | 239,010 | 150,015 CHF | 152,406 CHF | 100.00% | 100.00% |
05/07/2024 | 1.54% | 0.63 CHF | 0.64 CHF | 240,000 | 240,000 | 238,562 | 238,562 | 153,960 CHF | 156,346 CHF | 99.81% | 99.81% |
04/07/2024 | 1.55% | 0.64 CHF | 0.65 CHF | 240,000 | 240,000 | 238,845 | 238,845 | 153,151 CHF | 155,539 CHF | 99.49% | 99.49% |
03/07/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 240,000 | 240,000 | 238,993 | 238,993 | 150,269 CHF | 152,659 CHF | 98.28% | 98.28% |
02/07/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 245,000 | 245,000 | 243,987 | 243,987 | 144,813 CHF | 147,253 CHF | 99.99% | 99.99% |