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 | 140,000 | 140,000 | 142,297 | 142,297 | 98,001 CHF | 99,424 CHF | 100.00% | 100.00% |
12/07/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 140,000 | 140,000 | 139,423 | 139,423 | 100,610 CHF | 102,004 CHF | 99.99% | 99.99% |
11/07/2024 | 1.34% | 0.72 CHF | 0.73 CHF | 140,000 | 140,000 | 139,317 | 139,317 | 103,162 CHF | 104,556 CHF | 100.00% | 100.00% |
10/07/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 140,000 | 140,000 | 139,778 | 139,778 | 102,409 CHF | 103,807 CHF | 100.00% | 100.00% |
09/07/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 140,000 | 140,000 | 139,423 | 139,423 | 102,513 CHF | 103,907 CHF | 100.00% | 100.00% |
08/07/2024 | 1.26% | 0.77 CHF | 0.78 CHF | 140,000 | 140,000 | 139,318 | 139,318 | 109,777 CHF | 111,171 CHF | 99.99% | 99.99% |
05/07/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 140,000 | 140,000 | 139,423 | 139,423 | 105,289 CHF | 106,683 CHF | 100.00% | 100.00% |
04/07/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 140,000 | 140,000 | 139,423 | 139,423 | 104,851 CHF | 106,245 CHF | 100.00% | 100.00% |
03/07/2024 | 1.32% | 0.74 CHF | 0.75 CHF | 140,000 | 140,000 | 139,423 | 139,423 | 104,599 CHF | 105,993 CHF | 100.00% | 100.00% |
02/07/2024 | 1.34% | 0.72 CHF | 0.73 CHF | 140,000 | 140,000 | 139,422 | 139,422 | 103,361 CHF | 104,756 CHF | 100.00% | 100.00% |