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 | 1.54% | 0.63 CHF | 0.64 CHF | 140,000 | 140,000 | 142,886 | 142,886 | 92,246 CHF | 93,675 CHF | 100.00% | 100.00% |
12/07/2024 | 1.55% | 0.61 CHF | 0.62 CHF | 140,000 | 140,000 | 141,565 | 141,565 | 90,501 CHF | 91,917 CHF | 100.00% | 100.00% |
11/07/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 140,000 | 140,000 | 139,868 | 139,868 | 86,578 CHF | 87,978 CHF | 99.64% | 99.64% |
10/07/2024 | 1.68% | 0.60 CHF | 0.61 CHF | 140,000 | 140,000 | 137,949 | 137,949 | 81,205 CHF | 82,585 CHF | 100.00% | 100.00% |
09/07/2024 | 1.72% | 0.59 CHF | 0.60 CHF | 140,000 | 140,000 | 136,593 | 136,593 | 78,992 CHF | 80,358 CHF | 99.74% | 99.74% |
08/07/2024 | 1.79% | 0.56 CHF | 0.57 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 75,088 CHF | 76,443 CHF | 100.00% | 100.00% |
05/07/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 136,000 | 136,000 | 135,449 | 135,449 | 76,900 CHF | 78,254 CHF | 99.81% | 99.81% |
04/07/2024 | 1.68% | 0.58 CHF | 0.59 CHF | 136,000 | 136,000 | 137,906 | 137,906 | 81,237 CHF | 82,617 CHF | 100.00% | 100.00% |
03/07/2024 | 1.64% | 0.59 CHF | 0.60 CHF | 136,000 | 136,000 | 139,184 | 139,184 | 84,156 CHF | 85,548 CHF | 100.00% | 100.00% |
02/07/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 144,000 | 144,000 | 143,406 | 143,406 | 92,145 CHF | 93,579 CHF | 100.00% | 100.00% |