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 | 1.75% | 0.55 CHF | 0.56 CHF | 114,000 | 114,000 | 113,481 | 113,481 | 64,185 CHF | 65,319 CHF | 100.00% | 100.00% |
12/07/2024 | 1.59% | 0.66 CHF | 0.67 CHF | 112,000 | 112,000 | 111,525 | 111,525 | 69,726 CHF | 70,841 CHF | 99.99% | 99.99% |
11/07/2024 | 1.75% | 0.61 CHF | 0.62 CHF | 112,000 | 112,000 | 113,318 | 113,318 | 64,465 CHF | 65,599 CHF | 99.99% | 99.99% |
10/07/2024 | 2.12% | 0.54 CHF | 0.55 CHF | 114,000 | 114,000 | 115,903 | 115,903 | 54,539 CHF | 55,698 CHF | 100.00% | 100.00% |
09/07/2024 | 2.25% | 0.43 CHF | 0.44 CHF | 118,000 | 118,000 | 116,883 | 116,883 | 51,471 CHF | 52,640 CHF | 100.00% | 100.00% |
08/07/2024 | 2.26% | 0.42 CHF | 0.43 CHF | 118,000 | 118,000 | 117,466 | 117,466 | 51,362 CHF | 52,537 CHF | 100.00% | 100.00% |
05/07/2024 | 2.07% | 0.44 CHF | 0.45 CHF | 118,000 | 118,000 | 115,871 | 115,871 | 55,417 CHF | 56,576 CHF | 99.80% | 99.80% |
04/07/2024 | 2.13% | 0.47 CHF | 0.48 CHF | 116,000 | 116,000 | 115,890 | 115,890 | 53,988 CHF | 55,146 CHF | 99.50% | 99.50% |
03/07/2024 | 1.99% | 0.49 CHF | 0.50 CHF | 116,000 | 116,000 | 115,519 | 115,519 | 57,550 CHF | 58,705 CHF | 99.37% | 99.37% |
02/07/2024 | 2.27% | 0.45 CHF | 0.46 CHF | 118,000 | 118,000 | 117,471 | 117,471 | 51,280 CHF | 52,455 CHF | 100.00% | 100.00% |