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 | 1.36% | 0.73 CHF | 0.74 CHF | 162,000 | 162,000 | 161,989 | 161,989 | 118,406 CHF | 120,025 CHF | 100.00% | 100.00% |
12/07/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 162,000 | 162,000 | 161,065 | 161,065 | 114,897 CHF | 116,507 CHF | 100.00% | 100.00% |
11/07/2024 | 1.33% | 0.74 CHF | 0.75 CHF | 164,000 | 164,000 | 163,186 | 163,186 | 122,308 CHF | 123,942 CHF | 100.00% | 100.00% |
10/07/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 162,000 | 162,000 | 162,208 | 162,208 | 118,844 CHF | 120,466 CHF | 100.00% | 100.00% |
09/07/2024 | 1.38% | 0.73 CHF | 0.74 CHF | 162,000 | 162,000 | 162,233 | 162,233 | 117,075 CHF | 118,698 CHF | 100.00% | 100.00% |
08/07/2024 | 1.55% | 0.65 CHF | 0.66 CHF | 158,000 | 158,000 | 158,033 | 158,033 | 101,305 CHF | 102,885 CHF | 99.99% | 99.99% |
05/07/2024 | 1.59% | 0.64 CHF | 0.65 CHF | 158,000 | 158,000 | 156,442 | 156,442 | 97,361 CHF | 98,926 CHF | 99.80% | 99.80% |
04/07/2024 | 1.59% | 0.61 CHF | 0.62 CHF | 156,000 | 156,000 | 157,206 | 157,206 | 98,228 CHF | 99,800 CHF | 99.49% | 99.49% |
03/07/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 158,000 | 158,000 | 158,450 | 158,450 | 104,512 CHF | 106,097 CHF | 99.33% | 99.33% |
02/07/2024 | 1.44% | 0.69 CHF | 0.70 CHF | 160,000 | 160,000 | 160,674 | 160,674 | 110,770 CHF | 112,377 CHF | 100.00% | 100.00% |