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 | 1.64% | 0.59 CHF | 0.60 CHF | 160,000 | 160,000 | 159,613 | 159,613 | 96,601 CHF | 98,197 CHF | 89.03% | 89.03% |
12/07/2024 | 1.65% | 0.62 CHF | 0.63 CHF | 150,000 | 150,000 | 150,848 | 150,848 | 90,592 CHF | 92,101 CHF | 100.00% | 100.00% |
11/07/2024 | 1.74% | 0.60 CHF | 0.61 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 91,377 CHF | 92,977 CHF | 93.53% | 93.53% |
10/07/2024 | 1.87% | 0.54 CHF | 0.55 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 84,863 CHF | 86,463 CHF | 98.10% | 98.10% |
09/07/2024 | 1.86% | 0.51 CHF | 0.52 CHF | 160,000 | 160,000 | 159,623 | 159,623 | 85,302 CHF | 86,902 CHF | 99.75% | 99.75% |
08/07/2024 | 1.85% | 0.53 CHF | 0.54 CHF | 160,000 | 160,000 | 159,719 | 159,719 | 85,889 CHF | 87,489 CHF | 98.70% | 98.70% |
05/07/2024 | 1.78% | 0.54 CHF | 0.55 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 89,305 CHF | 90,905 CHF | 99.55% | 99.55% |
04/07/2024 | 1.81% | 0.55 CHF | 0.56 CHF | 160,000 | 160,000 | 160,000 | 160,000 | 87,640 CHF | 89,240 CHF | 98.94% | 98.94% |
03/07/2024 | 1.85% | 0.54 CHF | 0.55 CHF | 160,000 | 160,000 | 162,406 | 162,406 | 87,008 CHF | 88,632 CHF | 99.83% | 99.83% |
02/07/2024 | 1.99% | 0.50 CHF | 0.51 CHF | 170,000 | 170,000 | 170,000 | 170,000 | 84,489 CHF | 86,189 CHF | 100.00% | 100.00% |