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 | 1.90% | 0.81 CHF | 0.82 CHF | 152,000 | 152,000 | 68,069 | 68,069 | 54,983 CHF | 55,867 CHF | 100.00% | 100.00% |
12/07/2024 | 2.01% | 0.79 CHF | 0.80 CHF | 153,000 | 153,000 | 69,076 | 69,076 | 53,355 CHF | 54,255 CHF | 100.00% | 100.00% |
11/07/2024 | 2.06% | 0.73 CHF | 0.74 CHF | 155,000 | 155,000 | 69,684 | 69,684 | 51,219 CHF | 52,124 CHF | 99.41% | 99.41% |
10/07/2024 | 1.95% | 0.73 CHF | 0.74 CHF | 154,000 | 154,000 | 67,947 | 67,947 | 52,473 CHF | 53,363 CHF | 100.00% | 100.00% |
09/07/2024 | 1.80% | 0.83 CHF | 0.84 CHF | 150,000 | 150,000 | 67,496 | 67,496 | 57,218 CHF | 58,096 CHF | 100.00% | 100.00% |
08/07/2024 | 1.74% | 0.86 CHF | 0.87 CHF | 150,000 | 150,000 | 67,295 | 67,295 | 58,956 CHF | 59,832 CHF | 100.00% | 100.00% |
05/07/2024 | 1.76% | 0.87 CHF | 0.88 CHF | 149,000 | 149,000 | 67,231 | 67,231 | 58,203 CHF | 59,079 CHF | 100.00% | 100.00% |
04/07/2024 | 1.76% | 0.87 CHF | 0.88 CHF | 60,000 | 60,000 | 48,298 | 48,298 | 41,669 CHF | 42,354 CHF | 100.00% | 100.00% |
03/07/2024 | 1.80% | 0.87 CHF | 0.88 CHF | 149,000 | 149,000 | 67,186 | 67,186 | 57,691 CHF | 58,566 CHF | 100.00% | 100.00% |
02/07/2024 | 1.98% | 0.80 CHF | 0.81 CHF | 151,000 | 151,000 | 67,882 | 67,882 | 52,984 CHF | 53,866 CHF | 100.00% | 100.00% |