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 | 1.18% | 0.84 CHF | 0.85 CHF | 290,000 | 290,000 | 290,000 | 290,000 | 243,710 CHF | 246,610 CHF | 100.00% | 100.00% |
12/07/2024 | 1.13% | 0.87 CHF | 0.88 CHF | 290,000 | 290,000 | 294,017 | 294,017 | 259,203 CHF | 262,143 CHF | 100.00% | 100.00% |
11/07/2024 | 1.10% | 0.91 CHF | 0.92 CHF | 300,000 | 300,000 | 299,840 | 299,840 | 272,034 CHF | 275,034 CHF | 100.00% | 100.00% |
10/07/2024 | 1.04% | 0.93 CHF | 0.94 CHF | 300,000 | 300,000 | 300,012 | 300,012 | 286,882 CHF | 289,882 CHF | 100.00% | 100.00% |
09/07/2024 | 1.03% | 0.98 CHF | 0.99 CHF | 310,000 | 310,000 | 305,573 | 305,573 | 296,582 CHF | 299,641 CHF | 99.77% | 99.77% |
08/07/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 306,571 CHF | 309,671 CHF | 99.26% | 99.26% |
05/07/2024 | 1.02% | 0.99 CHF | 1.00 CHF | 310,000 | 310,000 | 305,930 | 305,930 | 297,442 CHF | 300,502 CHF | 100.00% | 100.00% |
04/07/2024 | 0.99% | 0.99 CHF | 1.00 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 311,118 CHF | 314,218 CHF | 99.54% | 99.54% |
03/07/2024 | 1.04% | 0.96 CHF | 0.97 CHF | 300,000 | 300,000 | 300,108 | 300,108 | 286,412 CHF | 289,413 CHF | 100.00% | 100.00% |
02/07/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 283,790 CHF | 286,790 CHF | 100.00% | 100.00% |