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 | 1.21% | 0.82 CHF | 0.83 CHF | 235,000 | 235,000 | 234,825 | 234,825 | 192,764 CHF | 195,113 CHF | 100.00% | 100.00% |
12/07/2024 | 1.21% | 0.81 CHF | 0.82 CHF | 235,000 | 235,000 | 236,273 | 236,273 | 194,118 CHF | 196,481 CHF | 100.00% | 100.00% |
11/07/2024 | 1.19% | 0.83 CHF | 0.84 CHF | 240,000 | 240,000 | 238,886 | 238,886 | 200,156 CHF | 202,546 CHF | 99.92% | 99.92% |
10/07/2024 | 1.15% | 0.85 CHF | 0.86 CHF | 240,000 | 240,000 | 241,795 | 241,795 | 208,704 CHF | 211,122 CHF | 99.94% | 99.94% |
09/07/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 240,000 | 240,000 | 239,380 | 239,380 | 203,027 CHF | 205,421 CHF | 100.00% | 100.00% |
08/07/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 240,000 | 240,000 | 239,010 | 239,010 | 200,456 CHF | 202,847 CHF | 100.00% | 100.00% |
05/07/2024 | 1.21% | 0.84 CHF | 0.85 CHF | 240,000 | 240,000 | 238,562 | 238,562 | 196,602 CHF | 198,988 CHF | 99.81% | 99.81% |
04/07/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 240,000 | 240,000 | 238,839 | 238,839 | 197,995 CHF | 200,384 CHF | 98.98% | 98.98% |
03/07/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 240,000 | 240,000 | 238,929 | 238,929 | 201,035 CHF | 203,425 CHF | 92.42% | 92.42% |
02/07/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 245,000 | 245,000 | 243,988 | 243,988 | 212,766 CHF | 215,206 CHF | 99.99% | 99.99% |