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 | 1.71% | 0.90 CHF | 0.91 CHF | 152,000 | 152,000 | 68,069 | 68,069 | 61,180 CHF | 62,064 CHF | 100.00% | 100.00% |
12/07/2024 | 1.79% | 0.88 CHF | 0.89 CHF | 153,000 | 153,000 | 69,077 | 69,077 | 59,747 CHF | 60,646 CHF | 100.00% | 100.00% |
11/07/2024 | 1.84% | 0.82 CHF | 0.83 CHF | 155,000 | 155,000 | 69,505 | 69,505 | 57,429 CHF | 58,332 CHF | 100.00% | 100.00% |
10/07/2024 | 1.75% | 0.82 CHF | 0.83 CHF | 154,000 | 154,000 | 67,947 | 67,947 | 58,720 CHF | 59,610 CHF | 100.00% | 100.00% |
09/07/2024 | 1.62% | 0.93 CHF | 0.94 CHF | 150,000 | 150,000 | 67,496 | 67,496 | 63,475 CHF | 64,353 CHF | 100.00% | 100.00% |
08/07/2024 | 1.58% | 0.95 CHF | 0.96 CHF | 150,000 | 150,000 | 67,295 | 67,295 | 65,086 CHF | 65,962 CHF | 100.00% | 100.00% |
05/07/2024 | 1.60% | 0.96 CHF | 0.97 CHF | 149,000 | 149,000 | 67,231 | 67,231 | 64,401 CHF | 65,277 CHF | 100.00% | 100.00% |
04/07/2024 | 1.59% | 0.96 CHF | 0.97 CHF | 60,000 | 60,000 | 48,298 | 48,298 | 46,177 CHF | 46,862 CHF | 100.00% | 100.00% |
03/07/2024 | 1.63% | 0.96 CHF | 0.97 CHF | 149,000 | 149,000 | 67,186 | 67,186 | 63,835 CHF | 64,710 CHF | 100.00% | 100.00% |
02/07/2024 | 1.77% | 0.90 CHF | 0.91 CHF | 151,000 | 151,000 | 67,882 | 67,882 | 59,252 CHF | 60,134 CHF | 100.00% | 100.00% |