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 | 1.67% | 0.58 CHF | 0.59 CHF | 140,000 | 140,000 | 142,885 | 142,885 | 84,920 CHF | 86,349 CHF | 100.00% | 100.00% |
12/07/2024 | 1.69% | 0.56 CHF | 0.57 CHF | 140,000 | 140,000 | 141,565 | 141,565 | 83,196 CHF | 84,612 CHF | 100.00% | 100.00% |
11/07/2024 | 1.75% | 0.57 CHF | 0.58 CHF | 140,000 | 140,000 | 139,862 | 139,862 | 79,452 CHF | 80,852 CHF | 99.63% | 99.63% |
10/07/2024 | 1.84% | 0.55 CHF | 0.56 CHF | 140,000 | 140,000 | 137,949 | 137,949 | 74,156 CHF | 75,535 CHF | 100.00% | 100.00% |
09/07/2024 | 1.88% | 0.54 CHF | 0.55 CHF | 140,000 | 140,000 | 136,593 | 136,593 | 71,951 CHF | 73,317 CHF | 99.73% | 99.73% |
08/07/2024 | 1.97% | 0.51 CHF | 0.52 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 68,199 CHF | 69,554 CHF | 100.00% | 100.00% |
05/07/2024 | 1.92% | 0.52 CHF | 0.53 CHF | 136,000 | 136,000 | 135,449 | 135,449 | 69,906 CHF | 71,260 CHF | 99.81% | 99.81% |
04/07/2024 | 1.84% | 0.53 CHF | 0.54 CHF | 136,000 | 136,000 | 137,905 | 137,905 | 74,261 CHF | 75,640 CHF | 100.00% | 100.00% |
03/07/2024 | 1.79% | 0.54 CHF | 0.55 CHF | 136,000 | 136,000 | 139,184 | 139,184 | 77,021 CHF | 78,413 CHF | 100.00% | 100.00% |
02/07/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 144,000 | 144,000 | 143,406 | 143,406 | 84,757 CHF | 86,191 CHF | 100.00% | 100.00% |