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% | 0.66 CHF | 0.67 CHF | 400,000 | 400,000 | 397,125 | 397,125 | 252,403 CHF | 256,374 CHF | 99.99% | 99.99% |
12/07/2024 | 1.56% | 0.63 CHF | 0.64 CHF | 395,000 | 395,000 | 399,073 | 399,073 | 254,438 CHF | 258,429 CHF | 99.99% | 99.99% |
11/07/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 400,000 | 400,000 | 400,039 | 400,039 | 260,949 CHF | 264,951 CHF | 99.85% | 99.85% |
10/07/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 400,000 | 400,000 | 404,958 | 404,958 | 267,553 CHF | 271,602 CHF | 100.00% | 100.00% |
09/07/2024 | 1.51% | 0.66 CHF | 0.67 CHF | 405,000 | 405,000 | 401,536 | 401,536 | 263,838 CHF | 267,858 CHF | 99.73% | 99.73% |
08/07/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 405,000 | 405,000 | 403,684 | 403,684 | 267,148 CHF | 271,185 CHF | 100.00% | 100.00% |
05/07/2024 | 1.50% | 0.67 CHF | 0.68 CHF | 405,000 | 405,000 | 404,455 | 404,455 | 267,959 CHF | 272,003 CHF | 99.81% | 99.81% |
04/07/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 405,000 | 405,000 | 403,541 | 403,541 | 267,180 CHF | 271,215 CHF | 100.00% | 100.00% |
03/07/2024 | 1.48% | 0.66 CHF | 0.67 CHF | 405,000 | 405,000 | 405,000 | 405,000 | 271,822 CHF | 275,872 CHF | 100.00% | 100.00% |
02/07/2024 | 1.45% | 0.67 CHF | 0.68 CHF | 405,000 | 405,000 | 408,019 | 408,019 | 279,021 CHF | 283,101 CHF | 99.99% | 99.99% |