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 | 1.55% | 0.67 CHF | 0.68 CHF | 310,000 | 310,000 | 137,939 | 137,939 | 90,761 CHF | 92,143 CHF | 100.00% | 100.00% |
12/07/2024 | 1.58% | 0.64 CHF | 0.65 CHF | 300,000 | 300,000 | 136,217 | 136,217 | 87,684 CHF | 89,048 CHF | 100.00% | 100.00% |
11/07/2024 | 1.53% | 0.65 CHF | 0.66 CHF | 305,000 | 305,000 | 137,207 | 137,207 | 90,241 CHF | 91,617 CHF | 99.82% | 99.82% |
10/07/2024 | 1.52% | 0.68 CHF | 0.69 CHF | 310,000 | 310,000 | 137,719 | 137,719 | 92,195 CHF | 93,575 CHF | 100.00% | 100.00% |
09/07/2024 | 1.56% | 0.65 CHF | 0.66 CHF | 300,000 | 300,000 | 136,293 | 136,293 | 88,235 CHF | 89,600 CHF | 99.73% | 99.73% |
08/07/2024 | 1.65% | 0.65 CHF | 0.66 CHF | 305,000 | 305,000 | 133,328 | 133,328 | 82,938 CHF | 84,274 CHF | 100.00% | 100.00% |
05/07/2024 | 1.65% | 0.62 CHF | 0.63 CHF | 295,000 | 295,000 | 131,723 | 131,723 | 80,810 CHF | 82,129 CHF | 99.70% | 99.70% |
04/07/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 118,000 | 118,000 | 94,272 | 94,272 | 58,079 CHF | 59,022 CHF | 99.81% | 99.81% |
03/07/2024 | 1.66% | 0.62 CHF | 0.63 CHF | 295,000 | 295,000 | 131,103 | 131,103 | 80,211 CHF | 81,525 CHF | 100.00% | 100.00% |
02/07/2024 | 1.68% | 0.61 CHF | 0.62 CHF | 290,000 | 290,000 | 130,223 | 130,223 | 78,738 CHF | 80,042 CHF | 100.00% | 100.00% |