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 | 1.48% | 0.68 CHF | 0.69 CHF | 114,000 | 114,000 | 112,091 | 112,091 | 75,059 CHF | 76,180 CHF | 100.00% | 100.00% |
12/07/2024 | 1.48% | 0.66 CHF | 0.67 CHF | 112,000 | 112,000 | 112,325 | 112,325 | 75,120 CHF | 76,243 CHF | 100.00% | 100.00% |
11/07/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 114,000 | 114,000 | 113,614 | 113,614 | 77,424 CHF | 78,561 CHF | 100.00% | 100.00% |
10/07/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 114,000 | 114,000 | 113,617 | 113,617 | 76,766 CHF | 77,902 CHF | 100.00% | 100.00% |
09/07/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 114,000 | 114,000 | 114,667 | 114,667 | 80,061 CHF | 81,207 CHF | 100.00% | 100.00% |
08/07/2024 | 1.48% | 0.67 CHF | 0.68 CHF | 112,000 | 112,000 | 113,826 | 113,826 | 76,565 CHF | 77,703 CHF | 100.00% | 100.00% |
05/07/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 114,000 | 114,000 | 113,999 | 113,999 | 77,762 CHF | 78,902 CHF | 99.80% | 99.80% |
04/07/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 114,000 | 114,000 | 114,000 | 114,000 | 77,668 CHF | 78,808 CHF | 99.49% | 99.49% |
03/07/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 114,000 | 114,000 | 113,627 | 113,627 | 76,595 CHF | 77,731 CHF | 99.35% | 99.35% |
02/07/2024 | 1.61% | 0.69 CHF | 0.70 CHF | 114,000 | 114,000 | 108,834 | 108,834 | 73,950 CHF | 75,050 CHF | 100.00% | 100.00% |