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 | 1.34% | 0.73 CHF | 0.74 CHF | 140,000 | 140,000 | 142,885 | 142,885 | 106,144 CHF | 107,573 CHF | 100.00% | 100.00% |
12/07/2024 | 1.35% | 0.71 CHF | 0.72 CHF | 140,000 | 140,000 | 141,565 | 141,565 | 104,159 CHF | 105,575 CHF | 100.00% | 100.00% |
11/07/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 140,000 | 140,000 | 139,871 | 139,871 | 100,286 CHF | 101,686 CHF | 99.74% | 99.74% |
10/07/2024 | 1.45% | 0.69 CHF | 0.70 CHF | 140,000 | 140,000 | 137,948 | 137,948 | 94,620 CHF | 96,000 CHF | 100.00% | 100.00% |
09/07/2024 | 1.47% | 0.68 CHF | 0.69 CHF | 140,000 | 140,000 | 136,593 | 136,593 | 92,097 CHF | 93,463 CHF | 99.69% | 99.69% |
08/07/2024 | 1.52% | 0.66 CHF | 0.67 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 88,318 CHF | 89,673 CHF | 100.00% | 100.00% |
05/07/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 136,000 | 136,000 | 135,449 | 135,449 | 89,945 CHF | 91,299 CHF | 99.81% | 99.81% |
04/07/2024 | 1.44% | 0.68 CHF | 0.69 CHF | 136,000 | 136,000 | 137,906 | 137,906 | 94,790 CHF | 96,169 CHF | 100.00% | 100.00% |
03/07/2024 | 1.41% | 0.68 CHF | 0.69 CHF | 136,000 | 136,000 | 139,184 | 139,184 | 97,770 CHF | 99,162 CHF | 100.00% | 100.00% |
02/07/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 144,000 | 144,000 | 143,406 | 143,406 | 105,902 CHF | 107,336 CHF | 100.00% | 100.00% |