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 | 0.98% | 1.01 CHF | 1.02 CHF | 176,000 | 176,000 | 176,610 | 176,610 | 179,301 CHF | 181,067 CHF | 100.00% | 100.00% |
12/07/2024 | 1.19% | 0.82 CHF | 0.83 CHF | 158,000 | 158,000 | 159,298 | 159,298 | 132,696 CHF | 134,289 CHF | 100.00% | 100.00% |
11/07/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 160,000 | 160,000 | 160,529 | 160,529 | 136,152 CHF | 137,758 CHF | 99.83% | 99.83% |
10/07/2024 | 1.14% | 0.86 CHF | 0.87 CHF | 162,000 | 162,000 | 162,647 | 162,647 | 142,041 CHF | 143,668 CHF | 100.00% | 100.00% |
09/07/2024 | 1.16% | 0.87 CHF | 0.88 CHF | 163,000 | 163,000 | 161,127 | 161,127 | 137,962 CHF | 139,575 CHF | 99.75% | 99.75% |
08/07/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 161,000 | 161,000 | 160,248 | 160,248 | 135,430 CHF | 137,033 CHF | 99.99% | 99.99% |
05/07/2024 | 1.21% | 0.85 CHF | 0.86 CHF | 161,000 | 161,000 | 157,996 | 157,996 | 129,534 CHF | 131,114 CHF | 99.81% | 99.81% |
04/07/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 159,000 | 159,000 | 159,585 | 159,585 | 133,624 CHF | 135,220 CHF | 100.00% | 100.00% |
03/07/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 160,000 | 160,000 | 160,824 | 160,824 | 137,127 CHF | 138,735 CHF | 100.00% | 100.00% |
02/07/2024 | 1.13% | 0.86 CHF | 0.87 CHF | 162,000 | 162,000 | 162,964 | 162,964 | 143,006 CHF | 144,636 CHF | 100.00% | 100.00% |