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 | 1.82% | 0.85 CHF | 0.86 CHF | 230,000 | 230,000 | 73,895 | 73,895 | 61,971 CHF | 62,832 CHF | 98.81% | 98.81% |
12/07/2024 | 1.85% | 0.84 CHF | 0.85 CHF | 230,000 | 230,000 | 73,268 | 73,268 | 61,404 CHF | 62,260 CHF | 100.00% | 100.00% |
11/07/2024 | 1.71% | 0.89 CHF | 0.90 CHF | 225,000 | 225,000 | 70,476 | 70,476 | 64,109 CHF | 64,934 CHF | 99.99% | 99.99% |
10/07/2024 | 1.63% | 0.91 CHF | 0.92 CHF | 220,000 | 220,000 | 70,222 | 70,222 | 65,809 CHF | 66,629 CHF | 99.90% | 99.90% |
09/07/2024 | 1.63% | 0.99 CHF | 1.00 CHF | 215,000 | 215,000 | 69,297 | 69,297 | 67,150 CHF | 67,961 CHF | 99.98% | 99.98% |
08/07/2024 | 1.64% | 0.93 CHF | 0.94 CHF | 220,000 | 220,000 | 70,317 | 70,317 | 66,212 CHF | 67,033 CHF | 99.98% | 99.98% |
05/07/2024 | 1.62% | 0.95 CHF | 0.96 CHF | 220,000 | 220,000 | 69,939 | 69,939 | 66,129 CHF | 66,947 CHF | 99.70% | 99.70% |
04/07/2024 | 1.60% | 0.93 CHF | 0.94 CHF | 44,000 | 44,000 | 32,354 | 32,354 | 30,549 CHF | 30,989 CHF | 94.01% | 94.01% |
03/07/2024 | 1.56% | 0.96 CHF | 0.97 CHF | 220,000 | 220,000 | 69,148 | 69,148 | 67,575 CHF | 68,385 CHF | 99.53% | 99.53% |
02/07/2024 | 1.66% | 0.96 CHF | 0.97 CHF | 215,000 | 215,000 | 69,113 | 69,113 | 65,558 CHF | 66,363 CHF | 100.00% | 100.00% |