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 | 1.29% | 0.78 CHF | 0.79 CHF | 150,000 | 150,000 | 148,450 | 148,450 | 116,754 CHF | 118,240 CHF | 100.00% | 100.00% |
12/07/2024 | 1.30% | 0.81 CHF | 0.82 CHF | 150,000 | 150,000 | 148,491 | 148,491 | 116,173 CHF | 117,660 CHF | 100.00% | 100.00% |
11/07/2024 | 1.36% | 0.75 CHF | 0.76 CHF | 150,000 | 150,000 | 148,500 | 148,500 | 110,535 CHF | 112,022 CHF | 99.99% | 99.99% |
10/07/2024 | 1.42% | 0.73 CHF | 0.74 CHF | 160,000 | 160,000 | 158,390 | 158,390 | 112,997 CHF | 114,583 CHF | 100.00% | 100.00% |
09/07/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 160,000 | 160,000 | 158,015 | 158,015 | 111,987 CHF | 113,572 CHF | 100.00% | 100.00% |
08/07/2024 | 1.39% | 0.74 CHF | 0.75 CHF | 160,000 | 160,000 | 158,116 | 158,116 | 115,595 CHF | 117,180 CHF | 100.00% | 100.00% |
05/07/2024 | 1.40% | 0.70 CHF | 0.71 CHF | 160,000 | 160,000 | 158,190 | 158,190 | 114,828 CHF | 116,412 CHF | 100.00% | 100.00% |
04/07/2024 | 1.40% | 0.73 CHF | 0.74 CHF | 160,000 | 160,000 | 158,390 | 158,390 | 114,763 CHF | 116,348 CHF | 100.00% | 100.00% |
03/07/2024 | 1.47% | 0.70 CHF | 0.71 CHF | 170,000 | 170,000 | 168,290 | 168,290 | 115,681 CHF | 117,366 CHF | 100.00% | 100.00% |
02/07/2024 | 1.51% | 0.68 CHF | 0.69 CHF | 160,000 | 160,000 | 158,390 | 158,390 | 106,223 CHF | 107,809 CHF | 99.99% | 99.99% |