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 | 1.50% | 0.67 CHF | 0.68 CHF | 285,000 | 285,000 | 283,699 | 283,699 | 188,160 CHF | 190,997 CHF | 99.76% | 99.76% |
12/07/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 280,000 | 280,000 | 278,814 | 278,814 | 178,735 CHF | 181,523 CHF | 100.00% | 100.00% |
11/07/2024 | 1.50% | 0.65 CHF | 0.66 CHF | 280,000 | 280,000 | 283,276 | 283,276 | 187,771 CHF | 190,606 CHF | 100.00% | 100.00% |
10/07/2024 | 1.42% | 0.67 CHF | 0.68 CHF | 285,000 | 285,000 | 289,757 | 289,757 | 202,548 CHF | 205,446 CHF | 100.00% | 100.00% |
09/07/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 295,000 | 295,000 | 292,207 | 292,207 | 207,946 CHF | 210,868 CHF | 100.00% | 100.00% |
08/07/2024 | 1.40% | 0.72 CHF | 0.73 CHF | 295,000 | 295,000 | 293,665 | 293,665 | 208,931 CHF | 211,868 CHF | 100.00% | 100.00% |
05/07/2024 | 1.42% | 0.71 CHF | 0.72 CHF | 295,000 | 295,000 | 289,611 | 289,611 | 202,317 CHF | 205,213 CHF | 97.16% | 97.16% |
04/07/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 290,000 | 290,000 | 289,704 | 289,704 | 203,854 CHF | 206,751 CHF | 97.68% | 97.68% |
03/07/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 290,000 | 290,000 | 288,776 | 288,776 | 199,355 CHF | 202,243 CHF | 97.69% | 97.69% |
02/07/2024 | 1.39% | 0.71 CHF | 0.72 CHF | 295,000 | 295,000 | 293,677 | 293,677 | 209,304 CHF | 212,241 CHF | 100.00% | 100.00% |