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 | 1.75% | 0.57 CHF | 0.58 CHF | 285,000 | 285,000 | 283,701 | 283,701 | 160,292 CHF | 163,129 CHF | 99.92% | 99.92% |
12/07/2024 | 1.83% | 0.53 CHF | 0.54 CHF | 280,000 | 280,000 | 278,814 | 278,814 | 151,243 CHF | 154,032 CHF | 100.00% | 100.00% |
11/07/2024 | 1.76% | 0.55 CHF | 0.56 CHF | 280,000 | 280,000 | 283,286 | 283,286 | 159,951 CHF | 162,785 CHF | 99.99% | 99.99% |
10/07/2024 | 1.65% | 0.58 CHF | 0.59 CHF | 285,000 | 285,000 | 289,758 | 289,758 | 174,357 CHF | 177,255 CHF | 99.99% | 99.99% |
09/07/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 295,000 | 295,000 | 292,208 | 292,208 | 179,446 CHF | 182,368 CHF | 100.00% | 100.00% |
08/07/2024 | 1.62% | 0.62 CHF | 0.63 CHF | 295,000 | 295,000 | 293,665 | 293,665 | 180,125 CHF | 183,062 CHF | 100.00% | 100.00% |
05/07/2024 | 1.65% | 0.62 CHF | 0.63 CHF | 295,000 | 295,000 | 289,679 | 289,679 | 173,982 CHF | 176,879 CHF | 99.81% | 99.81% |
04/07/2024 | 1.64% | 0.60 CHF | 0.61 CHF | 290,000 | 290,000 | 289,725 | 289,725 | 175,441 CHF | 178,339 CHF | 99.49% | 99.49% |
03/07/2024 | 1.67% | 0.60 CHF | 0.61 CHF | 290,000 | 290,000 | 288,756 | 288,756 | 171,217 CHF | 174,105 CHF | 96.14% | 96.14% |
02/07/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 295,000 | 295,000 | 293,676 | 293,676 | 180,599 CHF | 183,536 CHF | 100.00% | 100.00% |