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 | 1.07% | 0.88 CHF | 0.89 CHF | 152,000 | 152,000 | 149,653 | 149,653 | 139,500 CHF | 140,996 CHF | 100.00% | 100.00% |
12/07/2024 | 1.06% | 0.92 CHF | 0.93 CHF | 150,000 | 150,000 | 149,986 | 149,986 | 140,259 CHF | 141,758 CHF | 100.00% | 100.00% |
11/07/2024 | 1.10% | 0.88 CHF | 0.89 CHF | 152,000 | 152,000 | 150,033 | 150,033 | 136,313 CHF | 137,815 CHF | 100.00% | 100.00% |
10/07/2024 | 1.26% | 0.83 CHF | 0.84 CHF | 152,000 | 152,000 | 153,876 | 153,876 | 120,928 CHF | 122,467 CHF | 100.00% | 100.00% |
09/07/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 154,000 | 154,000 | 154,000 | 154,000 | 122,905 CHF | 124,445 CHF | 99.73% | 99.73% |
08/07/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 154,000 | 154,000 | 154,276 | 154,276 | 119,975 CHF | 121,517 CHF | 99.33% | 99.33% |
05/07/2024 | 1.28% | 0.75 CHF | 0.76 CHF | 156,000 | 156,000 | 154,331 | 154,331 | 120,186 CHF | 121,730 CHF | 100.00% | 100.00% |
04/07/2024 | 1.29% | 0.79 CHF | 0.80 CHF | 154,000 | 154,000 | 154,367 | 154,367 | 119,225 CHF | 120,769 CHF | 99.65% | 99.65% |
03/07/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 156,000 | 156,000 | 156,000 | 156,000 | 114,736 CHF | 116,296 CHF | 100.00% | 100.00% |
02/07/2024 | 1.38% | 0.74 CHF | 0.75 CHF | 156,000 | 156,000 | 156,001 | 156,001 | 112,330 CHF | 113,890 CHF | 99.99% | 99.99% |