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 | 1.50% | 0.64 CHF | 0.65 CHF | 114,000 | 114,000 | 113,481 | 113,481 | 75,061 CHF | 76,196 CHF | 100.00% | 100.00% |
12/07/2024 | 1.38% | 0.75 CHF | 0.76 CHF | 112,000 | 112,000 | 111,526 | 111,526 | 80,334 CHF | 81,449 CHF | 100.00% | 100.00% |
11/07/2024 | 1.50% | 0.70 CHF | 0.71 CHF | 112,000 | 112,000 | 113,318 | 113,318 | 75,234 CHF | 76,368 CHF | 100.00% | 100.00% |
10/07/2024 | 1.76% | 0.64 CHF | 0.65 CHF | 114,000 | 114,000 | 115,903 | 115,903 | 65,578 CHF | 66,737 CHF | 100.00% | 100.00% |
09/07/2024 | 1.85% | 0.52 CHF | 0.53 CHF | 118,000 | 118,000 | 116,883 | 116,883 | 62,651 CHF | 63,820 CHF | 100.00% | 100.00% |
08/07/2024 | 1.86% | 0.51 CHF | 0.52 CHF | 118,000 | 118,000 | 117,466 | 117,466 | 62,611 CHF | 63,786 CHF | 99.99% | 99.99% |
05/07/2024 | 1.73% | 0.53 CHF | 0.54 CHF | 118,000 | 118,000 | 115,872 | 115,872 | 66,531 CHF | 67,689 CHF | 99.82% | 99.82% |
04/07/2024 | 1.77% | 0.57 CHF | 0.58 CHF | 116,000 | 116,000 | 115,890 | 115,890 | 65,020 CHF | 66,178 CHF | 99.50% | 99.50% |
03/07/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 116,000 | 116,000 | 115,519 | 115,519 | 68,672 CHF | 69,828 CHF | 99.36% | 99.36% |
02/07/2024 | 1.86% | 0.54 CHF | 0.55 CHF | 118,000 | 118,000 | 117,471 | 117,471 | 62,450 CHF | 63,624 CHF | 100.00% | 100.00% |