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 | 0.96% | 0.98 CHF | 0.99 CHF | 152,000 | 152,000 | 149,653 | 149,653 | 154,984 CHF | 156,481 CHF | 100.00% | 100.00% |
12/07/2024 | 0.96% | 1.02 CHF | 1.03 CHF | 150,000 | 150,000 | 149,986 | 149,986 | 155,894 CHF | 157,394 CHF | 100.00% | 100.00% |
11/07/2024 | 0.98% | 0.98 CHF | 0.99 CHF | 152,000 | 152,000 | 150,031 | 150,031 | 151,826 CHF | 153,327 CHF | 100.00% | 100.00% |
10/07/2024 | 1.12% | 0.94 CHF | 0.95 CHF | 152,000 | 152,000 | 153,876 | 153,876 | 136,891 CHF | 138,430 CHF | 100.00% | 100.00% |
09/07/2024 | 1.10% | 0.88 CHF | 0.89 CHF | 154,000 | 154,000 | 154,000 | 154,000 | 138,860 CHF | 140,400 CHF | 99.74% | 99.74% |
08/07/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 154,000 | 154,000 | 154,276 | 154,276 | 135,998 CHF | 137,540 CHF | 99.30% | 99.30% |
05/07/2024 | 1.13% | 0.85 CHF | 0.86 CHF | 156,000 | 156,000 | 154,331 | 154,331 | 136,152 CHF | 137,696 CHF | 100.00% | 100.00% |
04/07/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 154,000 | 154,000 | 154,367 | 154,367 | 135,185 CHF | 136,729 CHF | 99.64% | 99.64% |
03/07/2024 | 1.18% | 0.83 CHF | 0.84 CHF | 156,000 | 156,000 | 156,000 | 156,000 | 130,991 CHF | 132,551 CHF | 100.00% | 100.00% |
02/07/2024 | 1.21% | 0.84 CHF | 0.85 CHF | 156,000 | 156,000 | 156,001 | 156,001 | 128,311 CHF | 129,871 CHF | 100.00% | 100.00% |