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 | 1.76% | 0.56 CHF | 0.57 CHF | 430,000 | 430,000 | 428,228 | 428,228 | 240,679 CHF | 244,962 CHF | 100.00% | 100.00% |
12/07/2024 | 1.74% | 0.57 CHF | 0.58 CHF | 430,000 | 430,000 | 428,227 | 428,227 | 244,278 CHF | 248,560 CHF | 100.00% | 100.00% |
11/07/2024 | 1.77% | 0.55 CHF | 0.56 CHF | 430,000 | 430,000 | 427,946 | 427,946 | 239,984 CHF | 244,266 CHF | 100.00% | 100.00% |
10/07/2024 | 1.77% | 0.57 CHF | 0.58 CHF | 430,000 | 430,000 | 428,247 | 428,247 | 239,690 CHF | 243,973 CHF | 100.00% | 100.00% |
09/07/2024 | 1.81% | 0.54 CHF | 0.55 CHF | 440,000 | 440,000 | 432,063 | 432,063 | 237,218 CHF | 241,538 CHF | 100.00% | 100.00% |
08/07/2024 | 1.73% | 0.56 CHF | 0.57 CHF | 430,000 | 430,000 | 428,227 | 428,227 | 245,906 CHF | 250,188 CHF | 100.00% | 100.00% |
05/07/2024 | 1.75% | 0.56 CHF | 0.57 CHF | 430,000 | 430,000 | 428,227 | 428,227 | 242,519 CHF | 246,801 CHF | 100.00% | 100.00% |
04/07/2024 | 1.77% | 0.56 CHF | 0.57 CHF | 430,000 | 430,000 | 428,227 | 428,227 | 239,821 CHF | 244,103 CHF | 100.00% | 100.00% |
03/07/2024 | 1.81% | 0.56 CHF | 0.57 CHF | 430,000 | 430,000 | 433,925 | 433,925 | 237,106 CHF | 241,445 CHF | 100.00% | 100.00% |
02/07/2024 | 1.86% | 0.53 CHF | 0.54 CHF | 440,000 | 440,000 | 438,181 | 438,181 | 233,331 CHF | 237,713 CHF | 100.00% | 100.00% |