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 | 1.32% | 0.73 CHF | 0.74 CHF | 240,000 | 240,000 | 238,983 | 238,983 | 180,078 CHF | 182,467 CHF | 100.00% | 100.00% |
12/07/2024 | 1.30% | 0.78 CHF | 0.79 CHF | 220,000 | 220,000 | 236,663 | 236,663 | 181,343 CHF | 183,710 CHF | 99.97% | 99.97% |
11/07/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 240,000 | 240,000 | 238,800 | 238,800 | 178,761 CHF | 181,151 CHF | 99.99% | 99.99% |
10/07/2024 | 1.36% | 0.73 CHF | 0.74 CHF | 240,000 | 240,000 | 239,010 | 239,010 | 175,175 CHF | 177,565 CHF | 100.00% | 100.00% |
09/07/2024 | 1.28% | 0.75 CHF | 0.76 CHF | 240,000 | 240,000 | 230,683 | 230,683 | 178,453 CHF | 180,759 CHF | 100.00% | 100.00% |
08/07/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 220,000 | 220,000 | 219,353 | 219,353 | 174,837 CHF | 177,030 CHF | 100.00% | 100.00% |
05/07/2024 | 1.21% | 0.80 CHF | 0.81 CHF | 220,000 | 220,000 | 219,093 | 219,093 | 180,203 CHF | 182,394 CHF | 99.99% | 99.99% |
04/07/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 220,000 | 220,000 | 219,093 | 219,093 | 177,223 CHF | 179,414 CHF | 100.00% | 100.00% |
03/07/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 220,000 | 220,000 | 219,093 | 219,093 | 175,039 CHF | 177,230 CHF | 100.00% | 100.00% |
02/07/2024 | 1.30% | 0.77 CHF | 0.78 CHF | 240,000 | 240,000 | 239,009 | 239,009 | 182,992 CHF | 185,382 CHF | 99.99% | 99.99% |