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 | 0.94% | 1.64 CHF | 1.65 CHF | 152,000 | 152,000 | 68,070 | 68,070 | 111,559 CHF | 112,443 CHF | 100.00% | 100.00% |
12/07/2024 | 0.97% | 1.62 CHF | 1.63 CHF | 153,000 | 153,000 | 69,077 | 69,077 | 110,876 CHF | 111,775 CHF | 100.00% | 100.00% |
11/07/2024 | 0.98% | 1.56 CHF | 1.57 CHF | 155,000 | 155,000 | 69,498 | 69,498 | 108,803 CHF | 109,707 CHF | 99.99% | 99.99% |
10/07/2024 | 0.96% | 1.56 CHF | 1.57 CHF | 154,000 | 154,000 | 67,990 | 67,990 | 109,227 CHF | 110,118 CHF | 99.77% | 99.77% |
09/07/2024 | 0.91% | 1.67 CHF | 1.68 CHF | 150,000 | 150,000 | 67,496 | 67,496 | 113,496 CHF | 114,374 CHF | 100.00% | 100.00% |
08/07/2024 | 0.90% | 1.69 CHF | 1.70 CHF | 150,000 | 150,000 | 67,298 | 67,298 | 114,890 CHF | 115,767 CHF | 100.00% | 100.00% |
05/07/2024 | 0.91% | 1.70 CHF | 1.71 CHF | 149,000 | 149,000 | 67,248 | 67,248 | 114,271 CHF | 115,147 CHF | 99.98% | 99.98% |
04/07/2024 | 0.90% | 1.70 CHF | 1.71 CHF | 60,000 | 60,000 | 48,298 | 48,298 | 82,116 CHF | 82,800 CHF | 100.00% | 100.00% |
03/07/2024 | 0.92% | 1.71 CHF | 1.72 CHF | 149,000 | 149,000 | 67,186 | 67,186 | 113,796 CHF | 114,671 CHF | 100.00% | 100.00% |
02/07/2024 | 0.96% | 1.64 CHF | 1.65 CHF | 151,000 | 151,000 | 67,882 | 67,882 | 109,870 CHF | 110,752 CHF | 100.00% | 100.00% |