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% | 0.76 CHF | 0.77 CHF | 310,000 | 310,000 | 137,941 | 137,941 | 103,307 CHF | 104,689 CHF | 100.00% | 100.00% |
12/07/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 300,000 | 300,000 | 136,227 | 136,227 | 100,034 CHF | 101,399 CHF | 100.00% | 100.00% |
11/07/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 305,000 | 305,000 | 137,210 | 137,210 | 102,823 CHF | 104,198 CHF | 99.82% | 99.82% |
10/07/2024 | 1.34% | 0.77 CHF | 0.78 CHF | 310,000 | 310,000 | 137,717 | 137,717 | 104,776 CHF | 106,156 CHF | 100.00% | 100.00% |
09/07/2024 | 1.37% | 0.74 CHF | 0.75 CHF | 300,000 | 300,000 | 136,289 | 136,289 | 100,646 CHF | 102,012 CHF | 99.73% | 99.73% |
08/07/2024 | 1.44% | 0.74 CHF | 0.75 CHF | 305,000 | 305,000 | 133,327 | 133,327 | 95,073 CHF | 96,409 CHF | 100.00% | 100.00% |
05/07/2024 | 1.44% | 0.71 CHF | 0.72 CHF | 295,000 | 295,000 | 131,724 | 131,724 | 92,782 CHF | 94,102 CHF | 99.70% | 99.70% |
04/07/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 118,000 | 118,000 | 94,272 | 94,272 | 66,870 CHF | 67,813 CHF | 99.81% | 99.81% |
03/07/2024 | 1.44% | 0.71 CHF | 0.72 CHF | 295,000 | 295,000 | 131,103 | 131,103 | 92,365 CHF | 93,678 CHF | 100.00% | 100.00% |
02/07/2024 | 1.46% | 0.70 CHF | 0.71 CHF | 290,000 | 290,000 | 130,222 | 130,222 | 90,676 CHF | 91,980 CHF | 100.00% | 100.00% |