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 | 1.57% | 0.63 CHF | 0.64 CHF | 290,000 | 290,000 | 290,000 | 290,000 | 183,068 CHF | 185,968 CHF | 100.00% | 100.00% |
12/07/2024 | 1.48% | 0.66 CHF | 0.67 CHF | 290,000 | 290,000 | 294,017 | 294,017 | 197,579 CHF | 200,519 CHF | 100.00% | 100.00% |
11/07/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 300,000 | 300,000 | 299,838 | 299,838 | 209,254 CHF | 212,254 CHF | 100.00% | 100.00% |
10/07/2024 | 1.33% | 0.72 CHF | 0.73 CHF | 300,000 | 300,000 | 300,012 | 300,012 | 223,913 CHF | 226,913 CHF | 100.00% | 100.00% |
09/07/2024 | 1.31% | 0.77 CHF | 0.78 CHF | 310,000 | 310,000 | 305,576 | 305,576 | 232,472 CHF | 235,531 CHF | 99.73% | 99.73% |
08/07/2024 | 1.28% | 0.78 CHF | 0.79 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 241,450 CHF | 244,550 CHF | 99.29% | 99.29% |
05/07/2024 | 1.30% | 0.78 CHF | 0.79 CHF | 310,000 | 310,000 | 305,930 | 305,930 | 233,206 CHF | 236,265 CHF | 100.00% | 100.00% |
04/07/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 245,930 CHF | 249,030 CHF | 99.63% | 99.63% |
03/07/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 300,000 | 300,000 | 300,108 | 300,108 | 223,421 CHF | 226,423 CHF | 100.00% | 100.00% |
02/07/2024 | 1.35% | 0.73 CHF | 0.74 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 220,878 CHF | 223,878 CHF | 100.00% | 100.00% |