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 | 1.59% | 0.97 CHF | 0.98 CHF | 152,000 | 152,000 | 68,045 | 68,045 | 66,138 CHF | 67,021 CHF | 99.98% | 99.98% |
12/07/2024 | 1.51% | 0.99 CHF | 1.00 CHF | 153,000 | 153,000 | 69,073 | 69,073 | 69,754 CHF | 70,654 CHF | 100.00% | 100.00% |
11/07/2024 | 1.48% | 1.05 CHF | 1.06 CHF | 155,000 | 155,000 | 69,499 | 69,499 | 72,836 CHF | 73,739 CHF | 100.00% | 100.00% |
10/07/2024 | 1.59% | 1.06 CHF | 1.07 CHF | 154,000 | 154,000 | 67,826 | 67,826 | 69,023 CHF | 69,912 CHF | 99.86% | 99.86% |
09/07/2024 | 1.64% | 0.96 CHF | 0.97 CHF | 150,000 | 150,000 | 67,518 | 67,518 | 63,602 CHF | 64,480 CHF | 99.92% | 99.92% |
08/07/2024 | 1.70% | 0.93 CHF | 0.94 CHF | 150,000 | 150,000 | 67,292 | 67,292 | 61,419 CHF | 62,295 CHF | 100.00% | 100.00% |
05/07/2024 | 1.67% | 0.92 CHF | 0.93 CHF | 149,000 | 149,000 | 67,230 | 67,230 | 62,434 CHF | 63,309 CHF | 100.00% | 100.00% |
04/07/2024 | 1.62% | 0.93 CHF | 0.94 CHF | 60,000 | 60,000 | 48,297 | 48,297 | 45,215 CHF | 45,900 CHF | 100.00% | 100.00% |
03/07/2024 | 1.61% | 0.93 CHF | 0.94 CHF | 149,000 | 149,000 | 67,185 | 67,185 | 63,483 CHF | 64,358 CHF | 100.00% | 100.00% |
02/07/2024 | 1.49% | 1.00 CHF | 1.01 CHF | 151,000 | 151,000 | 67,833 | 67,833 | 69,625 CHF | 70,506 CHF | 99.94% | 99.94% |