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 | 1.28% | 1.21 CHF | 1.22 CHF | 152,000 | 152,000 | 68,072 | 68,072 | 82,154 CHF | 83,038 CHF | 99.98% | 99.98% |
12/07/2024 | 1.32% | 1.19 CHF | 1.20 CHF | 153,000 | 153,000 | 69,078 | 69,078 | 80,911 CHF | 81,810 CHF | 100.00% | 100.00% |
11/07/2024 | 1.35% | 1.13 CHF | 1.14 CHF | 155,000 | 155,000 | 69,507 | 69,507 | 78,831 CHF | 79,735 CHF | 100.00% | 100.00% |
10/07/2024 | 1.30% | 1.13 CHF | 1.14 CHF | 154,000 | 154,000 | 68,059 | 68,059 | 79,836 CHF | 80,726 CHF | 99.59% | 99.59% |
09/07/2024 | 1.23% | 1.23 CHF | 1.24 CHF | 150,000 | 150,000 | 67,496 | 67,496 | 84,233 CHF | 85,111 CHF | 100.00% | 100.00% |
08/07/2024 | 1.20% | 1.26 CHF | 1.27 CHF | 150,000 | 150,000 | 67,295 | 67,295 | 85,806 CHF | 86,682 CHF | 100.00% | 100.00% |
05/07/2024 | 1.21% | 1.27 CHF | 1.28 CHF | 149,000 | 149,000 | 67,250 | 67,250 | 85,113 CHF | 85,989 CHF | 99.97% | 99.97% |
04/07/2024 | 1.20% | 1.27 CHF | 1.28 CHF | 60,000 | 60,000 | 48,299 | 48,299 | 61,071 CHF | 61,756 CHF | 100.00% | 100.00% |
03/07/2024 | 1.23% | 1.27 CHF | 1.28 CHF | 149,000 | 149,000 | 67,186 | 67,186 | 84,626 CHF | 85,501 CHF | 100.00% | 100.00% |
02/07/2024 | 1.31% | 1.21 CHF | 1.22 CHF | 151,000 | 151,000 | 67,883 | 67,883 | 80,300 CHF | 81,182 CHF | 100.00% | 100.00% |