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 | 1.35% | 0.77 CHF | 0.78 CHF | 310,000 | 310,000 | 137,944 | 137,944 | 104,534 CHF | 105,916 CHF | 100.00% | 100.00% |
12/07/2024 | 1.37% | 0.74 CHF | 0.75 CHF | 300,000 | 300,000 | 136,222 | 136,222 | 101,271 CHF | 102,636 CHF | 100.00% | 100.00% |
11/07/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 305,000 | 305,000 | 137,203 | 137,203 | 103,908 CHF | 105,283 CHF | 99.82% | 99.82% |
10/07/2024 | 1.32% | 0.78 CHF | 0.79 CHF | 310,000 | 310,000 | 137,722 | 137,722 | 105,997 CHF | 107,377 CHF | 100.00% | 100.00% |
09/07/2024 | 1.35% | 0.75 CHF | 0.76 CHF | 300,000 | 300,000 | 136,251 | 136,251 | 101,818 CHF | 103,183 CHF | 99.77% | 99.77% |
08/07/2024 | 1.42% | 0.75 CHF | 0.76 CHF | 305,000 | 305,000 | 133,325 | 133,325 | 96,222 CHF | 97,558 CHF | 100.00% | 100.00% |
05/07/2024 | 1.42% | 0.71 CHF | 0.72 CHF | 295,000 | 295,000 | 131,730 | 131,730 | 93,931 CHF | 95,251 CHF | 99.70% | 99.70% |
04/07/2024 | 1.39% | 0.71 CHF | 0.72 CHF | 118,000 | 118,000 | 94,271 | 94,271 | 67,430 CHF | 68,373 CHF | 99.81% | 99.81% |
03/07/2024 | 1.43% | 0.72 CHF | 0.73 CHF | 295,000 | 295,000 | 131,104 | 131,104 | 93,276 CHF | 94,590 CHF | 100.00% | 100.00% |
02/07/2024 | 1.45% | 0.71 CHF | 0.72 CHF | 290,000 | 290,000 | 130,224 | 130,224 | 91,754 CHF | 93,059 CHF | 100.00% | 100.00% |