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 | 1.36% | 0.73 CHF | 0.74 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 83,577 CHF | 84,722 CHF | 100.00% | 100.00% |
12/07/2024 | 1.37% | 0.75 CHF | 0.76 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 83,210 CHF | 84,355 CHF | 99.98% | 99.98% |
11/07/2024 | 1.46% | 0.69 CHF | 0.70 CHF | 115,000 | 115,000 | 114,449 | 114,449 | 77,918 CHF | 79,063 CHF | 99.81% | 99.81% |
10/07/2024 | 1.54% | 0.66 CHF | 0.67 CHF | 115,000 | 115,000 | 119,472 | 119,472 | 76,762 CHF | 77,956 CHF | 100.00% | 100.00% |
09/07/2024 | 1.56% | 0.61 CHF | 0.62 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 75,899 CHF | 77,094 CHF | 99.97% | 99.97% |
08/07/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 120,000 | 120,000 | 119,330 | 119,330 | 79,207 CHF | 80,400 CHF | 100.00% | 100.00% |
05/07/2024 | 1.52% | 0.62 CHF | 0.63 CHF | 120,000 | 120,000 | 119,400 | 119,400 | 77,972 CHF | 79,166 CHF | 99.85% | 99.85% |
04/07/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 77,533 CHF | 78,729 CHF | 99.96% | 99.96% |
03/07/2024 | 1.65% | 0.62 CHF | 0.63 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 72,042 CHF | 73,237 CHF | 100.00% | 100.00% |
02/07/2024 | 1.71% | 0.59 CHF | 0.60 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 69,168 CHF | 70,363 CHF | 99.95% | 99.95% |