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 | 1.09% | 0.91 CHF | 0.92 CHF | 176,000 | 176,000 | 176,608 | 176,608 | 161,483 CHF | 163,249 CHF | 100.00% | 100.00% |
12/07/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 158,000 | 158,000 | 159,298 | 159,298 | 116,587 CHF | 118,180 CHF | 100.00% | 100.00% |
11/07/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 160,000 | 160,000 | 160,526 | 160,526 | 119,916 CHF | 121,522 CHF | 99.81% | 99.81% |
10/07/2024 | 1.29% | 0.76 CHF | 0.77 CHF | 162,000 | 162,000 | 162,647 | 162,647 | 125,602 CHF | 127,229 CHF | 100.00% | 100.00% |
09/07/2024 | 1.32% | 0.77 CHF | 0.78 CHF | 163,000 | 163,000 | 161,129 | 161,129 | 121,764 CHF | 123,378 CHF | 99.77% | 99.77% |
08/07/2024 | 1.34% | 0.75 CHF | 0.76 CHF | 161,000 | 161,000 | 160,248 | 160,248 | 119,137 CHF | 120,739 CHF | 100.00% | 100.00% |
05/07/2024 | 1.38% | 0.75 CHF | 0.76 CHF | 161,000 | 161,000 | 157,996 | 157,996 | 113,604 CHF | 115,184 CHF | 99.81% | 99.81% |
04/07/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 159,000 | 159,000 | 159,585 | 159,585 | 117,563 CHF | 119,159 CHF | 100.00% | 100.00% |
03/07/2024 | 1.32% | 0.74 CHF | 0.75 CHF | 160,000 | 160,000 | 160,824 | 160,824 | 120,920 CHF | 122,528 CHF | 100.00% | 100.00% |
02/07/2024 | 1.28% | 0.76 CHF | 0.77 CHF | 162,000 | 162,000 | 162,965 | 162,965 | 126,573 CHF | 128,203 CHF | 100.00% | 100.00% |