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 | 1.44% | 0.70 CHF | 0.71 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 89,871 CHF | 91,171 CHF | 100.00% | 100.00% |
12/07/2024 | 1.44% | 0.70 CHF | 0.71 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 89,816 CHF | 91,116 CHF | 100.00% | 100.00% |
11/07/2024 | 1.49% | 0.67 CHF | 0.68 CHF | 130,000 | 130,000 | 129,902 | 129,902 | 86,929 CHF | 88,229 CHF | 99.99% | 99.99% |
10/07/2024 | 1.54% | 0.64 CHF | 0.65 CHF | 130,000 | 130,000 | 131,476 | 131,476 | 84,553 CHF | 85,868 CHF | 100.00% | 100.00% |
09/07/2024 | 1.57% | 0.61 CHF | 0.62 CHF | 140,000 | 140,000 | 134,762 | 134,762 | 85,405 CHF | 86,753 CHF | 100.00% | 100.00% |
08/07/2024 | 1.40% | 0.68 CHF | 0.69 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 92,304 CHF | 93,604 CHF | 99.99% | 99.99% |
05/07/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 90,389 CHF | 91,689 CHF | 100.00% | 100.00% |
04/07/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 91,034 CHF | 92,334 CHF | 100.00% | 100.00% |
03/07/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 130,000 | 130,000 | 130,129 | 130,129 | 84,811 CHF | 86,112 CHF | 100.00% | 100.00% |
02/07/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 82,714 CHF | 84,114 CHF | 100.00% | 100.00% |