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 | 1.22% | 0.82 CHF | 0.83 CHF | 179,000 | 179,000 | 179,209 | 179,209 | 146,544 CHF | 148,336 CHF | 100.00% | 100.00% |
12/07/2024 | 1.34% | 0.72 CHF | 0.73 CHF | 174,000 | 174,000 | 174,000 | 174,000 | 128,698 CHF | 130,438 CHF | 100.00% | 100.00% |
11/07/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 174,000 | 174,000 | 174,894 | 174,894 | 132,295 CHF | 134,045 CHF | 99.80% | 99.80% |
10/07/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 179,000 | 179,000 | 179,000 | 179,000 | 145,788 CHF | 147,578 CHF | 100.00% | 100.00% |
09/07/2024 | 1.24% | 0.82 CHF | 0.83 CHF | 179,000 | 179,000 | 178,785 | 178,785 | 143,195 CHF | 144,985 CHF | 99.73% | 99.73% |
08/07/2024 | 1.24% | 0.82 CHF | 0.83 CHF | 179,000 | 179,000 | 179,000 | 179,000 | 143,447 CHF | 145,237 CHF | 100.00% | 100.00% |
05/07/2024 | 1.30% | 0.79 CHF | 0.80 CHF | 179,000 | 179,000 | 175,489 | 175,489 | 134,526 CHF | 136,280 CHF | 99.81% | 99.81% |
04/07/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 179,000 | 179,000 | 177,297 | 177,297 | 136,190 CHF | 137,963 CHF | 100.00% | 100.00% |
03/07/2024 | 1.31% | 0.77 CHF | 0.78 CHF | 179,000 | 179,000 | 175,241 | 175,241 | 132,849 CHF | 134,601 CHF | 100.00% | 100.00% |
02/07/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 174,000 | 174,000 | 175,418 | 175,418 | 133,919 CHF | 135,673 CHF | 100.00% | 100.00% |