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 | 1.90% | 0.54 CHF | 0.55 CHF | 390,000 | 390,000 | 384,851 | 384,851 | 200,388 CHF | 204,236 CHF | 100.00% | 100.00% |
12/07/2024 | 1.99% | 0.48 CHF | 0.49 CHF | 380,000 | 380,000 | 379,554 | 379,554 | 189,205 CHF | 193,000 CHF | 100.00% | 100.00% |
11/07/2024 | 1.91% | 0.51 CHF | 0.52 CHF | 390,000 | 390,000 | 385,133 | 385,133 | 199,941 CHF | 203,795 CHF | 100.00% | 100.00% |
10/07/2024 | 1.65% | 0.57 CHF | 0.58 CHF | 390,000 | 390,000 | 399,251 | 399,251 | 240,152 CHF | 244,145 CHF | 100.00% | 100.00% |
09/07/2024 | 1.64% | 0.62 CHF | 0.63 CHF | 400,000 | 400,000 | 398,346 | 398,346 | 240,679 CHF | 244,662 CHF | 99.73% | 99.73% |
08/07/2024 | 1.80% | 0.56 CHF | 0.57 CHF | 390,000 | 390,000 | 389,325 | 389,325 | 213,976 CHF | 217,869 CHF | 99.31% | 99.31% |
05/07/2024 | 1.87% | 0.56 CHF | 0.57 CHF | 390,000 | 390,000 | 388,725 | 388,725 | 206,139 CHF | 210,027 CHF | 100.00% | 100.00% |
04/07/2024 | 1.79% | 0.55 CHF | 0.56 CHF | 390,000 | 390,000 | 388,462 | 388,462 | 215,301 CHF | 219,186 CHF | 99.65% | 99.65% |
03/07/2024 | 1.78% | 0.55 CHF | 0.56 CHF | 390,000 | 390,000 | 391,140 | 391,140 | 218,618 CHF | 222,529 CHF | 100.00% | 100.00% |
02/07/2024 | 1.67% | 0.58 CHF | 0.59 CHF | 400,000 | 400,000 | 400,829 | 400,829 | 238,802 CHF | 242,810 CHF | 99.38% | 99.38% |