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 | 1.61% | 0.66 CHF | 0.67 CHF | 290,000 | 290,000 | 163,450 | 163,450 | 104,013 CHF | 105,654 CHF | 100.00% | 100.00% |
12/07/2024 | 1.59% | 0.64 CHF | 0.65 CHF | 300,000 | 300,000 | 163,859 | 163,859 | 105,195 CHF | 106,840 CHF | 99.92% | 99.92% |
11/07/2024 | 1.43% | 0.64 CHF | 0.65 CHF | 290,000 | 290,000 | 152,837 | 152,837 | 108,108 CHF | 109,642 CHF | 99.99% | 99.99% |
10/07/2024 | 1.47% | 0.69 CHF | 0.70 CHF | 280,000 | 280,000 | 157,084 | 157,084 | 109,849 CHF | 111,426 CHF | 99.99% | 99.99% |
09/07/2024 | 1.39% | 0.71 CHF | 0.72 CHF | 280,000 | 280,000 | 151,511 | 151,511 | 111,448 CHF | 112,972 CHF | 100.00% | 100.00% |
08/07/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 280,000 | 280,000 | 151,584 | 151,584 | 112,617 CHF | 114,141 CHF | 100.00% | 100.00% |
05/07/2024 | 1.46% | 0.74 CHF | 0.75 CHF | 280,000 | 280,000 | 156,846 | 156,846 | 111,349 CHF | 112,924 CHF | 99.80% | 99.80% |
04/07/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 140,000 | 140,000 | 129,366 | 129,366 | 90,472 CHF | 91,766 CHF | 100.00% | 100.00% |
03/07/2024 | 1.49% | 0.69 CHF | 0.70 CHF | 280,000 | 280,000 | 158,312 | 158,312 | 108,574 CHF | 110,163 CHF | 96.78% | 96.78% |
02/07/2024 | 1.55% | 0.67 CHF | 0.68 CHF | 290,000 | 290,000 | 161,620 | 161,620 | 107,250 CHF | 108,873 CHF | 100.00% | 100.00% |