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 | 0.75% | 1.32 CHF | 1.33 CHF | 176,000 | 176,000 | 176,609 | 176,609 | 233,998 CHF | 235,764 CHF | 100.00% | 100.00% |
12/07/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 158,000 | 158,000 | 159,298 | 159,298 | 182,374 CHF | 183,967 CHF | 100.00% | 100.00% |
11/07/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 160,000 | 160,000 | 160,531 | 160,531 | 186,286 CHF | 187,892 CHF | 99.82% | 99.82% |
10/07/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 162,000 | 162,000 | 162,647 | 162,647 | 192,628 CHF | 194,254 CHF | 100.00% | 100.00% |
09/07/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 163,000 | 163,000 | 161,127 | 161,127 | 188,168 CHF | 189,781 CHF | 99.73% | 99.73% |
08/07/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 161,000 | 161,000 | 160,248 | 160,248 | 185,578 CHF | 187,180 CHF | 100.00% | 100.00% |
05/07/2024 | 0.88% | 1.16 CHF | 1.17 CHF | 161,000 | 161,000 | 157,996 | 157,996 | 178,797 CHF | 180,377 CHF | 99.81% | 99.81% |
04/07/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 159,000 | 159,000 | 159,585 | 159,585 | 183,590 CHF | 185,186 CHF | 100.00% | 100.00% |
03/07/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 160,000 | 160,000 | 160,824 | 160,824 | 187,160 CHF | 188,769 CHF | 100.00% | 100.00% |
02/07/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 162,000 | 162,000 | 162,965 | 162,965 | 193,737 CHF | 195,367 CHF | 100.00% | 100.00% |