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 | 0.89% | 1.12 CHF | 1.13 CHF | 235,000 | 235,000 | 234,827 | 234,827 | 263,387 CHF | 265,735 CHF | 100.00% | 100.00% |
12/07/2024 | 0.89% | 1.11 CHF | 1.12 CHF | 235,000 | 235,000 | 236,274 | 236,274 | 265,220 CHF | 267,583 CHF | 100.00% | 100.00% |
11/07/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 240,000 | 240,000 | 238,889 | 238,889 | 271,941 CHF | 274,331 CHF | 100.00% | 100.00% |
10/07/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 240,000 | 240,000 | 241,797 | 241,797 | 281,142 CHF | 283,560 CHF | 100.00% | 100.00% |
09/07/2024 | 0.87% | 1.15 CHF | 1.16 CHF | 240,000 | 240,000 | 239,380 | 239,380 | 274,801 CHF | 277,195 CHF | 100.00% | 100.00% |
08/07/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 240,000 | 240,000 | 239,010 | 239,010 | 271,931 CHF | 274,321 CHF | 100.00% | 100.00% |
05/07/2024 | 0.89% | 1.14 CHF | 1.15 CHF | 240,000 | 240,000 | 238,562 | 238,562 | 268,175 CHF | 270,560 CHF | 99.81% | 99.81% |
04/07/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 240,000 | 240,000 | 238,844 | 238,844 | 269,671 CHF | 272,059 CHF | 99.49% | 99.49% |
03/07/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 240,000 | 240,000 | 239,004 | 239,004 | 272,782 CHF | 275,172 CHF | 99.35% | 99.35% |
02/07/2024 | 0.85% | 1.17 CHF | 1.18 CHF | 245,000 | 245,000 | 243,988 | 243,988 | 285,709 CHF | 288,149 CHF | 100.00% | 100.00% |