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 | 1.25% | 0.79 CHF | 0.80 CHF | 174,000 | 174,000 | 77,275 | 77,275 | 62,234 CHF | 63,008 CHF | 99.99% | 99.99% |
12/07/2024 | 1.27% | 0.82 CHF | 0.83 CHF | 172,000 | 172,000 | 77,369 | 77,369 | 62,446 CHF | 63,221 CHF | 100.00% | 100.00% |
11/07/2024 | 1.28% | 0.81 CHF | 0.82 CHF | 172,000 | 172,000 | 76,699 | 76,699 | 61,856 CHF | 62,628 CHF | 100.00% | 100.00% |
10/07/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 172,000 | 172,000 | 76,984 | 76,984 | 62,042 CHF | 62,814 CHF | 100.00% | 100.00% |
09/07/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 172,000 | 172,000 | 77,176 | 77,176 | 62,519 CHF | 63,292 CHF | 100.00% | 100.00% |
08/07/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 172,000 | 172,000 | 76,945 | 76,945 | 64,375 CHF | 65,146 CHF | 100.00% | 100.00% |
05/07/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 170,000 | 170,000 | 76,114 | 76,114 | 64,873 CHF | 65,636 CHF | 99.81% | 99.81% |
04/07/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 68,000 | 68,000 | 54,443 | 54,443 | 47,335 CHF | 47,879 CHF | 99.44% | 99.44% |
03/07/2024 | 1.18% | 0.87 CHF | 0.88 CHF | 168,000 | 168,000 | 75,851 | 75,851 | 65,318 CHF | 66,078 CHF | 99.97% | 99.97% |
02/07/2024 | 1.21% | 0.80 CHF | 0.81 CHF | 172,000 | 172,000 | 74,438 | 74,438 | 62,055 CHF | 62,801 CHF | 100.00% | 100.00% |