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 | 1.79% | 0.56 CHF | 0.57 CHF | 146,000 | 146,000 | 139,725 | 139,725 | 77,250 CHF | 78,647 CHF | 100.00% | 100.00% |
12/07/2024 | 1.87% | 0.53 CHF | 0.54 CHF | 142,000 | 142,000 | 138,304 | 138,304 | 73,361 CHF | 74,744 CHF | 100.00% | 100.00% |
11/07/2024 | 1.88% | 0.53 CHF | 0.54 CHF | 142,000 | 142,000 | 138,239 | 138,239 | 73,074 CHF | 74,457 CHF | 99.99% | 99.99% |
10/07/2024 | 1.86% | 0.53 CHF | 0.54 CHF | 142,000 | 142,000 | 139,500 | 139,500 | 74,349 CHF | 75,744 CHF | 100.00% | 100.00% |
09/07/2024 | 1.88% | 0.54 CHF | 0.55 CHF | 146,000 | 146,000 | 139,288 | 139,288 | 73,243 CHF | 74,636 CHF | 100.00% | 100.00% |
08/07/2024 | 1.90% | 0.53 CHF | 0.54 CHF | 142,000 | 142,000 | 138,308 | 138,308 | 72,118 CHF | 73,501 CHF | 100.00% | 100.00% |
05/07/2024 | 1.94% | 0.52 CHF | 0.53 CHF | 142,000 | 142,000 | 138,293 | 138,293 | 70,404 CHF | 71,787 CHF | 99.81% | 99.81% |
04/07/2024 | 1.90% | 0.52 CHF | 0.53 CHF | 142,000 | 142,000 | 138,290 | 138,290 | 72,009 CHF | 73,392 CHF | 99.49% | 99.49% |
03/07/2024 | 1.86% | 0.53 CHF | 0.54 CHF | 142,000 | 142,000 | 141,325 | 141,325 | 75,413 CHF | 76,826 CHF | 99.35% | 99.35% |
02/07/2024 | 1.72% | 0.56 CHF | 0.57 CHF | 146,000 | 146,000 | 145,928 | 145,928 | 84,025 CHF | 85,485 CHF | 100.00% | 100.00% |