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 | 1.67% | 0.93 CHF | 0.94 CHF | 152,000 | 152,000 | 68,069 | 68,069 | 62,712 CHF | 63,596 CHF | 100.00% | 100.00% |
12/07/2024 | 1.75% | 0.90 CHF | 0.91 CHF | 153,000 | 153,000 | 69,074 | 69,074 | 61,338 CHF | 62,238 CHF | 100.00% | 100.00% |
11/07/2024 | 1.79% | 0.84 CHF | 0.85 CHF | 155,000 | 155,000 | 69,497 | 69,497 | 59,062 CHF | 59,966 CHF | 99.99% | 99.99% |
10/07/2024 | 1.70% | 0.84 CHF | 0.85 CHF | 154,000 | 154,000 | 68,117 | 68,117 | 60,472 CHF | 61,363 CHF | 99.55% | 99.55% |
09/07/2024 | 1.58% | 0.95 CHF | 0.96 CHF | 150,000 | 150,000 | 67,496 | 67,496 | 65,023 CHF | 65,901 CHF | 100.00% | 100.00% |
08/07/2024 | 1.55% | 0.97 CHF | 0.98 CHF | 150,000 | 150,000 | 67,209 | 67,209 | 66,607 CHF | 67,483 CHF | 99.88% | 99.88% |
05/07/2024 | 1.56% | 0.99 CHF | 1.00 CHF | 149,000 | 149,000 | 67,230 | 67,230 | 66,059 CHF | 66,935 CHF | 100.00% | 100.00% |
04/07/2024 | 1.55% | 0.98 CHF | 0.99 CHF | 60,000 | 60,000 | 48,298 | 48,298 | 47,344 CHF | 48,028 CHF | 100.00% | 100.00% |
03/07/2024 | 1.59% | 0.99 CHF | 1.00 CHF | 149,000 | 149,000 | 67,185 | 67,185 | 65,468 CHF | 66,343 CHF | 100.00% | 100.00% |
02/07/2024 | 1.73% | 0.92 CHF | 0.93 CHF | 151,000 | 151,000 | 67,882 | 67,882 | 60,902 CHF | 61,784 CHF | 100.00% | 100.00% |