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 | 1.31% | 0.80 CHF | 0.81 CHF | 270,000 | 270,000 | 156,816 | 156,816 | 122,767 CHF | 124,342 CHF | 99.74% | 99.74% |
12/07/2024 | 1.29% | 0.79 CHF | 0.80 CHF | 280,000 | 280,000 | 155,802 | 155,802 | 123,137 CHF | 124,701 CHF | 99.87% | 99.87% |
11/07/2024 | 1.17% | 0.79 CHF | 0.80 CHF | 280,000 | 280,000 | 147,741 | 147,741 | 127,144 CHF | 128,626 CHF | 99.63% | 99.63% |
10/07/2024 | 1.21% | 0.84 CHF | 0.85 CHF | 270,000 | 270,000 | 149,647 | 149,647 | 127,250 CHF | 128,752 CHF | 100.00% | 100.00% |
09/07/2024 | 1.15% | 0.86 CHF | 0.87 CHF | 260,000 | 260,000 | 144,851 | 144,851 | 128,713 CHF | 130,170 CHF | 100.00% | 100.00% |
08/07/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 260,000 | 260,000 | 144,937 | 144,937 | 130,135 CHF | 131,592 CHF | 99.99% | 99.99% |
05/07/2024 | 1.20% | 0.89 CHF | 0.90 CHF | 270,000 | 270,000 | 149,261 | 149,261 | 128,617 CHF | 130,115 CHF | 99.09% | 99.09% |
04/07/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 140,000 | 140,000 | 124,049 | 124,049 | 105,532 CHF | 106,773 CHF | 100.00% | 100.00% |
03/07/2024 | 1.23% | 0.84 CHF | 0.85 CHF | 270,000 | 270,000 | 150,945 | 150,945 | 126,190 CHF | 127,705 CHF | 96.78% | 96.78% |
02/07/2024 | 1.27% | 0.82 CHF | 0.83 CHF | 270,000 | 270,000 | 149,639 | 149,639 | 121,588 CHF | 123,090 CHF | 100.00% | 100.00% |