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 | 1.91% | 0.52 CHF | 0.53 CHF | 162,000 | 162,000 | 161,989 | 161,989 | 84,138 CHF | 85,758 CHF | 100.00% | 100.00% |
12/07/2024 | 1.97% | 0.51 CHF | 0.52 CHF | 162,000 | 162,000 | 161,065 | 161,065 | 80,872 CHF | 82,483 CHF | 100.00% | 100.00% |
11/07/2024 | 1.84% | 0.53 CHF | 0.54 CHF | 164,000 | 164,000 | 163,199 | 163,199 | 87,876 CHF | 89,509 CHF | 99.99% | 99.99% |
10/07/2024 | 1.90% | 0.53 CHF | 0.54 CHF | 162,000 | 162,000 | 162,208 | 162,208 | 84,696 CHF | 86,318 CHF | 100.00% | 100.00% |
09/07/2024 | 1.94% | 0.52 CHF | 0.53 CHF | 162,000 | 162,000 | 162,233 | 162,233 | 82,958 CHF | 84,580 CHF | 100.00% | 100.00% |
08/07/2024 | 2.29% | 0.45 CHF | 0.46 CHF | 158,000 | 158,000 | 158,033 | 158,033 | 68,298 CHF | 69,878 CHF | 100.00% | 100.00% |
05/07/2024 | 2.39% | 0.43 CHF | 0.44 CHF | 158,000 | 158,000 | 156,442 | 156,442 | 64,751 CHF | 66,316 CHF | 99.82% | 99.82% |
04/07/2024 | 2.37% | 0.40 CHF | 0.41 CHF | 156,000 | 156,000 | 157,206 | 157,206 | 65,455 CHF | 67,027 CHF | 99.50% | 99.50% |
03/07/2024 | 2.19% | 0.45 CHF | 0.46 CHF | 158,000 | 158,000 | 158,450 | 158,450 | 71,466 CHF | 73,050 CHF | 99.37% | 99.37% |
02/07/2024 | 2.06% | 0.48 CHF | 0.49 CHF | 160,000 | 160,000 | 160,674 | 160,674 | 77,184 CHF | 78,791 CHF | 100.00% | 100.00% |