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 | 1.61% | 0.64 CHF | 0.65 CHF | 120,000 | 120,000 | 124,475 | 124,475 | 78,486 CHF | 79,732 CHF | 100.00% | 100.00% |
12/07/2024 | 1.51% | 0.67 CHF | 0.68 CHF | 120,000 | 120,000 | 118,793 | 118,793 | 79,755 CHF | 80,944 CHF | 99.99% | 99.99% |
11/07/2024 | 1.46% | 0.67 CHF | 0.68 CHF | 120,000 | 120,000 | 118,789 | 118,789 | 82,557 CHF | 83,746 CHF | 99.70% | 99.70% |
10/07/2024 | 1.47% | 0.70 CHF | 0.71 CHF | 120,000 | 120,000 | 119,517 | 119,517 | 82,295 CHF | 83,491 CHF | 100.00% | 100.00% |
09/07/2024 | 1.46% | 0.68 CHF | 0.69 CHF | 120,000 | 120,000 | 118,523 | 118,523 | 82,432 CHF | 83,621 CHF | 100.00% | 100.00% |
08/07/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 120,000 | 120,000 | 118,583 | 118,583 | 89,688 CHF | 90,877 CHF | 99.93% | 99.93% |
05/07/2024 | 1.41% | 0.71 CHF | 0.72 CHF | 120,000 | 120,000 | 118,792 | 118,792 | 85,528 CHF | 86,717 CHF | 99.97% | 99.97% |
04/07/2024 | 1.41% | 0.72 CHF | 0.73 CHF | 130,000 | 130,000 | 128,692 | 128,692 | 92,463 CHF | 93,751 CHF | 100.00% | 100.00% |
03/07/2024 | 1.42% | 0.71 CHF | 0.72 CHF | 130,000 | 130,000 | 128,691 | 128,691 | 92,179 CHF | 93,468 CHF | 99.89% | 99.89% |
02/07/2024 | 1.43% | 0.68 CHF | 0.69 CHF | 130,000 | 130,000 | 128,691 | 128,691 | 91,161 CHF | 92,449 CHF | 99.93% | 99.93% |