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 | 0.77% | 1.43 CHF | 1.44 CHF | 130,000 | 130,000 | 77,050 | 77,050 | 104,731 CHF | 105,505 CHF | 88.65% | 88.65% |
12/07/2024 | 0.76% | 1.36 CHF | 1.37 CHF | 130,000 | 130,000 | 76,041 | 76,041 | 102,953 CHF | 103,716 CHF | 93.64% | 93.64% |
11/07/2024 | 0.66% | 1.40 CHF | 1.41 CHF | 130,000 | 130,000 | 69,745 | 69,745 | 106,683 CHF | 107,383 CHF | 96.39% | 96.39% |
10/07/2024 | 0.68% | 1.53 CHF | 1.54 CHF | 130,000 | 130,000 | 70,387 | 70,387 | 107,591 CHF | 108,298 CHF | 98.34% | 98.34% |
09/07/2024 | 0.68% | 1.54 CHF | 1.55 CHF | 130,000 | 130,000 | 69,406 | 69,406 | 105,807 CHF | 106,505 CHF | 96.72% | 96.72% |
08/07/2024 | 0.68% | 1.51 CHF | 1.52 CHF | 130,000 | 130,000 | 70,495 | 70,495 | 106,465 CHF | 107,173 CHF | 96.66% | 96.66% |
05/07/2024 | 0.73% | 1.54 CHF | 1.55 CHF | 130,000 | 130,000 | 75,650 | 75,650 | 108,382 CHF | 109,142 CHF | 81.00% | 81.00% |
04/07/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 70,000 | 70,000 | 64,914 | 64,914 | 89,274 CHF | 89,923 CHF | 93.52% | 93.52% |
03/07/2024 | 0.77% | 1.35 CHF | 1.36 CHF | 130,000 | 130,000 | 77,982 | 77,982 | 104,455 CHF | 105,238 CHF | 100.00% | 100.00% |
02/07/2024 | 0.83% | 1.28 CHF | 1.29 CHF | 140,000 | 140,000 | 78,862 | 78,862 | 98,223 CHF | 99,015 CHF | 98.25% | 98.25% |