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 | 1.40% | 0.71 CHF | 0.72 CHF | 179,000 | 179,000 | 179,212 | 179,212 | 126,791 CHF | 128,583 CHF | 100.00% | 100.00% |
12/07/2024 | 1.58% | 0.61 CHF | 0.62 CHF | 174,000 | 174,000 | 174,000 | 174,000 | 109,528 CHF | 111,268 CHF | 100.00% | 100.00% |
11/07/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 174,000 | 174,000 | 174,898 | 174,898 | 112,995 CHF | 114,745 CHF | 99.85% | 99.85% |
10/07/2024 | 1.41% | 0.69 CHF | 0.70 CHF | 179,000 | 179,000 | 179,000 | 179,000 | 126,065 CHF | 127,855 CHF | 100.00% | 100.00% |
09/07/2024 | 1.44% | 0.71 CHF | 0.72 CHF | 179,000 | 179,000 | 178,786 | 178,786 | 123,438 CHF | 125,228 CHF | 99.73% | 99.73% |
08/07/2024 | 1.44% | 0.71 CHF | 0.72 CHF | 179,000 | 179,000 | 179,000 | 179,000 | 123,626 CHF | 125,416 CHF | 100.00% | 100.00% |
05/07/2024 | 1.51% | 0.68 CHF | 0.69 CHF | 179,000 | 179,000 | 175,489 | 175,489 | 115,098 CHF | 116,853 CHF | 99.81% | 99.81% |
04/07/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 179,000 | 179,000 | 177,297 | 177,297 | 116,655 CHF | 118,428 CHF | 100.00% | 100.00% |
03/07/2024 | 1.53% | 0.66 CHF | 0.67 CHF | 179,000 | 179,000 | 175,241 | 175,241 | 113,522 CHF | 115,275 CHF | 99.99% | 99.99% |
02/07/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 174,000 | 174,000 | 175,418 | 175,418 | 114,527 CHF | 116,282 CHF | 100.00% | 100.00% |