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 | 1.40% | 0.73 CHF | 0.74 CHF | 130,000 | 130,000 | 128,711 | 128,711 | 93,398 CHF | 94,698 CHF | 94.30% | 94.30% |
12/07/2024 | 1.43% | 0.71 CHF | 0.72 CHF | 130,000 | 130,000 | 129,971 | 129,971 | 90,345 CHF | 91,645 CHF | 97.31% | 97.31% |
11/07/2024 | 1.37% | 0.71 CHF | 0.72 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 94,130 CHF | 95,430 CHF | 94.35% | 94.35% |
10/07/2024 | 1.42% | 0.72 CHF | 0.73 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 90,915 CHF | 92,215 CHF | 96.78% | 96.78% |
09/07/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 130,000 | 130,000 | 126,312 | 126,312 | 93,105 CHF | 94,373 CHF | 94.06% | 94.06% |
08/07/2024 | 1.39% | 0.74 CHF | 0.75 CHF | 130,000 | 130,000 | 129,768 | 129,768 | 93,174 CHF | 94,474 CHF | 92.45% | 92.45% |
05/07/2024 | 1.38% | 0.71 CHF | 0.72 CHF | 130,000 | 130,000 | 129,990 | 129,990 | 93,753 CHF | 95,053 CHF | 91.70% | 91.70% |
04/07/2024 | 1.41% | 0.69 CHF | 0.70 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 91,498 CHF | 92,798 CHF | 93.97% | 93.97% |
03/07/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 91,585 CHF | 92,885 CHF | 88.92% | 88.92% |
02/07/2024 | 1.46% | 0.70 CHF | 0.71 CHF | 130,000 | 130,000 | 129,978 | 129,978 | 88,285 CHF | 89,585 CHF | 99.89% | 99.89% |