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 | 1.77% | 0.87 CHF | 0.88 CHF | 152,000 | 152,000 | 68,065 | 68,065 | 59,312 CHF | 60,196 CHF | 100.00% | 100.00% |
12/07/2024 | 1.68% | 0.89 CHF | 0.90 CHF | 153,000 | 153,000 | 69,076 | 69,076 | 62,764 CHF | 63,664 CHF | 100.00% | 100.00% |
11/07/2024 | 1.63% | 0.95 CHF | 0.96 CHF | 155,000 | 155,000 | 69,499 | 69,499 | 65,822 CHF | 66,726 CHF | 100.00% | 100.00% |
10/07/2024 | 1.77% | 0.96 CHF | 0.97 CHF | 154,000 | 154,000 | 67,942 | 67,942 | 62,245 CHF | 63,135 CHF | 100.00% | 100.00% |
09/07/2024 | 1.85% | 0.85 CHF | 0.86 CHF | 150,000 | 150,000 | 67,496 | 67,496 | 56,670 CHF | 57,548 CHF | 100.00% | 100.00% |
08/07/2024 | 1.91% | 0.83 CHF | 0.84 CHF | 150,000 | 150,000 | 67,315 | 67,315 | 54,638 CHF | 55,515 CHF | 99.71% | 99.71% |
05/07/2024 | 1.87% | 0.82 CHF | 0.83 CHF | 149,000 | 149,000 | 67,230 | 67,230 | 55,603 CHF | 56,479 CHF | 100.00% | 100.00% |
04/07/2024 | 1.82% | 0.83 CHF | 0.84 CHF | 60,000 | 60,000 | 48,297 | 48,297 | 40,140 CHF | 40,825 CHF | 100.00% | 100.00% |
03/07/2024 | 1.80% | 0.83 CHF | 0.84 CHF | 149,000 | 149,000 | 67,185 | 67,185 | 56,687 CHF | 57,562 CHF | 100.00% | 100.00% |
02/07/2024 | 1.65% | 0.90 CHF | 0.91 CHF | 151,000 | 151,000 | 67,879 | 67,879 | 62,769 CHF | 63,651 CHF | 100.00% | 100.00% |