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 | 1.75% | 0.55 CHF | 0.56 CHF | 114,000 | 114,000 | 112,091 | 112,091 | 63,563 CHF | 64,684 CHF | 100.00% | 100.00% |
12/07/2024 | 1.75% | 0.58 CHF | 0.59 CHF | 112,000 | 112,000 | 112,326 | 112,326 | 63,487 CHF | 64,610 CHF | 100.00% | 100.00% |
11/07/2024 | 1.80% | 0.55 CHF | 0.56 CHF | 114,000 | 114,000 | 113,598 | 113,598 | 62,801 CHF | 63,937 CHF | 100.00% | 100.00% |
10/07/2024 | 1.79% | 0.56 CHF | 0.57 CHF | 114,000 | 114,000 | 113,618 | 113,618 | 63,000 CHF | 64,136 CHF | 100.00% | 100.00% |
09/07/2024 | 1.86% | 0.53 CHF | 0.54 CHF | 114,000 | 114,000 | 114,667 | 114,667 | 60,956 CHF | 62,103 CHF | 100.00% | 100.00% |
08/07/2024 | 1.78% | 0.56 CHF | 0.57 CHF | 112,000 | 112,000 | 113,825 | 113,825 | 63,366 CHF | 64,504 CHF | 100.00% | 100.00% |
05/07/2024 | 1.81% | 0.54 CHF | 0.55 CHF | 114,000 | 114,000 | 113,999 | 113,999 | 62,563 CHF | 63,703 CHF | 99.81% | 99.81% |
04/07/2024 | 1.80% | 0.55 CHF | 0.56 CHF | 114,000 | 114,000 | 114,000 | 114,000 | 62,692 CHF | 63,832 CHF | 99.49% | 99.49% |
03/07/2024 | 1.78% | 0.55 CHF | 0.56 CHF | 114,000 | 114,000 | 113,627 | 113,627 | 63,317 CHF | 64,453 CHF | 99.36% | 99.36% |
02/07/2024 | 1.99% | 0.54 CHF | 0.55 CHF | 114,000 | 114,000 | 108,834 | 108,834 | 59,547 CHF | 60,647 CHF | 100.00% | 100.00% |