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 | 1.45% | 0.68 CHF | 0.69 CHF | 174,000 | 174,000 | 77,269 | 77,269 | 53,704 CHF | 54,478 CHF | 100.00% | 100.00% |
12/07/2024 | 1.47% | 0.71 CHF | 0.72 CHF | 172,000 | 172,000 | 77,368 | 77,368 | 53,901 CHF | 54,676 CHF | 100.00% | 100.00% |
11/07/2024 | 1.48% | 0.70 CHF | 0.71 CHF | 172,000 | 172,000 | 76,696 | 76,696 | 53,405 CHF | 54,177 CHF | 100.00% | 100.00% |
10/07/2024 | 1.45% | 0.68 CHF | 0.69 CHF | 172,000 | 172,000 | 76,983 | 76,983 | 53,500 CHF | 54,272 CHF | 100.00% | 100.00% |
09/07/2024 | 1.43% | 0.68 CHF | 0.69 CHF | 172,000 | 172,000 | 77,175 | 77,175 | 53,989 CHF | 54,762 CHF | 100.00% | 100.00% |
08/07/2024 | 1.39% | 0.71 CHF | 0.72 CHF | 172,000 | 172,000 | 76,939 | 76,939 | 55,897 CHF | 56,668 CHF | 100.00% | 100.00% |
05/07/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 170,000 | 170,000 | 76,113 | 76,113 | 56,475 CHF | 57,237 CHF | 99.81% | 99.81% |
04/07/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 68,000 | 68,000 | 54,443 | 54,443 | 41,314 CHF | 41,858 CHF | 99.44% | 99.44% |
03/07/2024 | 1.36% | 0.76 CHF | 0.77 CHF | 168,000 | 168,000 | 75,866 | 75,866 | 56,924 CHF | 57,685 CHF | 99.98% | 99.98% |
02/07/2024 | 1.39% | 0.69 CHF | 0.70 CHF | 172,000 | 172,000 | 74,437 | 74,437 | 53,786 CHF | 54,531 CHF | 100.00% | 100.00% |