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 | 1.23% | 0.81 CHF | 0.82 CHF | 235,000 | 235,000 | 234,826 | 234,826 | 190,251 CHF | 192,599 CHF | 100.00% | 100.00% |
12/07/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 235,000 | 235,000 | 236,272 | 236,272 | 191,433 CHF | 193,796 CHF | 100.00% | 100.00% |
11/07/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 240,000 | 240,000 | 238,878 | 238,878 | 197,505 CHF | 199,895 CHF | 100.00% | 100.00% |
10/07/2024 | 1.17% | 0.83 CHF | 0.84 CHF | 240,000 | 240,000 | 241,797 | 241,797 | 205,892 CHF | 208,310 CHF | 100.00% | 100.00% |
09/07/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 240,000 | 240,000 | 239,382 | 239,382 | 200,488 CHF | 202,882 CHF | 100.00% | 100.00% |
08/07/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 240,000 | 240,000 | 239,010 | 239,010 | 197,713 CHF | 200,104 CHF | 100.00% | 100.00% |
05/07/2024 | 1.22% | 0.83 CHF | 0.84 CHF | 240,000 | 240,000 | 238,562 | 238,562 | 194,072 CHF | 196,458 CHF | 99.81% | 99.81% |
04/07/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 240,000 | 240,000 | 238,844 | 238,844 | 195,434 CHF | 197,823 CHF | 99.49% | 99.49% |
03/07/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 240,000 | 240,000 | 239,004 | 239,004 | 198,533 CHF | 200,923 CHF | 99.35% | 99.35% |
02/07/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 245,000 | 245,000 | 243,987 | 243,987 | 209,982 CHF | 212,422 CHF | 100.00% | 100.00% |