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 | 1.64% | 0.61 CHF | 0.62 CHF | 179,000 | 179,000 | 179,210 | 179,210 | 108,758 CHF | 110,550 CHF | 99.99% | 99.99% |
12/07/2024 | 1.87% | 0.51 CHF | 0.52 CHF | 174,000 | 174,000 | 174,000 | 174,000 | 92,069 CHF | 93,809 CHF | 100.00% | 100.00% |
11/07/2024 | 1.82% | 0.54 CHF | 0.55 CHF | 174,000 | 174,000 | 174,897 | 174,897 | 95,372 CHF | 97,122 CHF | 99.83% | 99.83% |
10/07/2024 | 1.64% | 0.59 CHF | 0.60 CHF | 179,000 | 179,000 | 179,000 | 179,000 | 108,058 CHF | 109,848 CHF | 100.00% | 100.00% |
09/07/2024 | 1.68% | 0.61 CHF | 0.62 CHF | 179,000 | 179,000 | 178,786 | 178,786 | 105,502 CHF | 107,292 CHF | 99.73% | 99.73% |
08/07/2024 | 1.68% | 0.61 CHF | 0.62 CHF | 179,000 | 179,000 | 179,000 | 179,000 | 105,657 CHF | 107,447 CHF | 100.00% | 100.00% |
05/07/2024 | 1.78% | 0.58 CHF | 0.59 CHF | 179,000 | 179,000 | 175,489 | 175,489 | 97,516 CHF | 99,271 CHF | 99.81% | 99.81% |
04/07/2024 | 1.78% | 0.56 CHF | 0.57 CHF | 179,000 | 179,000 | 177,297 | 177,297 | 98,791 CHF | 100,564 CHF | 100.00% | 100.00% |
03/07/2024 | 1.81% | 0.56 CHF | 0.57 CHF | 179,000 | 179,000 | 175,242 | 175,242 | 95,876 CHF | 97,628 CHF | 100.00% | 100.00% |
02/07/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 174,000 | 174,000 | 175,413 | 175,413 | 96,943 CHF | 98,697 CHF | 100.00% | 100.00% |