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 | 1.56% | 0.63 CHF | 0.64 CHF | 162,000 | 162,000 | 161,989 | 161,989 | 102,735 CHF | 104,355 CHF | 100.00% | 100.00% |
12/07/2024 | 1.61% | 0.62 CHF | 0.63 CHF | 162,000 | 162,000 | 161,065 | 161,065 | 99,184 CHF | 100,794 CHF | 100.00% | 100.00% |
11/07/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 164,000 | 164,000 | 163,186 | 163,186 | 106,525 CHF | 108,158 CHF | 100.00% | 100.00% |
10/07/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 162,000 | 162,000 | 162,208 | 162,208 | 103,189 CHF | 104,811 CHF | 100.00% | 100.00% |
09/07/2024 | 1.59% | 0.63 CHF | 0.64 CHF | 162,000 | 162,000 | 162,233 | 162,233 | 101,263 CHF | 102,886 CHF | 100.00% | 100.00% |
08/07/2024 | 1.83% | 0.56 CHF | 0.57 CHF | 158,000 | 158,000 | 158,033 | 158,033 | 85,810 CHF | 87,390 CHF | 100.00% | 100.00% |
05/07/2024 | 1.89% | 0.54 CHF | 0.55 CHF | 158,000 | 158,000 | 156,442 | 156,442 | 82,015 CHF | 83,580 CHF | 99.81% | 99.81% |
04/07/2024 | 1.88% | 0.51 CHF | 0.52 CHF | 156,000 | 156,000 | 157,206 | 157,206 | 82,933 CHF | 84,505 CHF | 99.49% | 99.49% |
03/07/2024 | 1.76% | 0.56 CHF | 0.57 CHF | 158,000 | 158,000 | 158,451 | 158,451 | 89,021 CHF | 90,605 CHF | 99.35% | 99.35% |
02/07/2024 | 1.68% | 0.59 CHF | 0.60 CHF | 160,000 | 160,000 | 160,674 | 160,674 | 95,149 CHF | 96,755 CHF | 99.99% | 99.99% |