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% | 0.97 CHF | 0.98 CHF | 310,000 | 310,000 | 138,918 | 138,918 | 133,362 CHF | 135,168 CHF | 100.00% | 100.00% |
12/07/2024 | 1.62% | 0.97 CHF | 0.98 CHF | 310,000 | 310,000 | 136,406 | 136,406 | 129,775 CHF | 131,542 CHF | 99.98% | 99.98% |
11/07/2024 | 1.64% | 0.92 CHF | 0.93 CHF | 300,000 | 300,000 | 134,245 | 134,245 | 125,853 CHF | 127,596 CHF | 99.82% | 99.82% |
10/07/2024 | 1.63% | 0.95 CHF | 0.96 CHF | 300,000 | 300,000 | 134,231 | 134,231 | 126,832 CHF | 128,576 CHF | 99.99% | 99.99% |
09/07/2024 | 1.90% | 0.93 CHF | 0.94 CHF | 300,000 | 300,000 | 134,350 | 134,350 | 124,482 CHF | 126,490 CHF | 99.77% | 99.77% |
08/07/2024 | 1.94% | 0.88 CHF | 0.89 CHF | 290,000 | 290,000 | 132,633 | 132,633 | 119,947 CHF | 121,963 CHF | 99.92% | 99.92% |
05/07/2024 | 1.64% | 0.93 CHF | 0.94 CHF | 300,000 | 300,000 | 133,849 | 133,849 | 125,915 CHF | 127,656 CHF | 99.69% | 99.69% |
04/07/2024 | 1.62% | 0.94 CHF | 0.95 CHF | 120,000 | 120,000 | 96,078 | 96,078 | 89,839 CHF | 91,199 CHF | 99.95% | 99.95% |
03/07/2024 | 1.91% | 0.94 CHF | 0.95 CHF | 300,000 | 300,000 | 134,198 | 134,198 | 125,891 CHF | 127,923 CHF | 100.00% | 100.00% |
02/07/2024 | 1.92% | 0.92 CHF | 0.93 CHF | 300,000 | 300,000 | 133,442 | 133,442 | 123,256 CHF | 125,281 CHF | 100.00% | 100.00% |