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 | 1.37% | 0.74 CHF | 0.75 CHF | 318,000 | 318,000 | 142,114 | 142,114 | 105,542 CHF | 106,969 CHF | 99.97% | 99.97% |
12/07/2024 | 1.35% | 0.76 CHF | 0.77 CHF | 311,200 | 311,200 | 139,314 | 139,314 | 104,032 CHF | 105,427 CHF | 100.00% | 100.00% |
11/07/2024 | 1.12% | 0.78 CHF | 0.79 CHF | 257,900 | 257,900 | 112,777 | 112,777 | 100,634 CHF | 101,768 CHF | 99.99% | 99.99% |
10/07/2024 | 1.09% | 0.87 CHF | 0.88 CHF | 255,600 | 255,600 | 113,895 | 113,895 | 105,054 CHF | 106,195 CHF | 100.00% | 100.00% |
09/07/2024 | 1.09% | 0.94 CHF | 0.95 CHF | 255,700 | 255,700 | 114,474 | 114,474 | 106,530 CHF | 107,676 CHF | 100.00% | 100.00% |
08/07/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 248,500 | 248,500 | 111,197 | 111,197 | 104,486 CHF | 105,600 CHF | 100.00% | 100.00% |
05/07/2024 | 1.14% | 0.94 CHF | 0.95 CHF | 268,800 | 268,800 | 119,831 | 119,831 | 109,042 CHF | 110,243 CHF | 99.82% | 99.82% |
04/07/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 107,600 | 107,600 | 86,179 | 86,179 | 76,514 CHF | 77,376 CHF | 98.30% | 98.30% |
03/07/2024 | 1.06% | 0.87 CHF | 0.88 CHF | 245,600 | 245,600 | 109,186 | 109,186 | 101,730 CHF | 102,824 CHF | 100.00% | 100.00% |
02/07/2024 | 1.18% | 0.88 CHF | 0.89 CHF | 269,300 | 269,300 | 120,216 | 120,216 | 102,934 CHF | 104,138 CHF | 100.00% | 100.00% |