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 | 1.11% | 0.92 CHF | 0.93 CHF | 550,000 | 550,000 | 246,289 | 246,289 | 226,220 CHF | 228,689 CHF | 100.00% | 100.00% |
12/07/2024 | 1.15% | 0.89 CHF | 0.90 CHF | 550,000 | 550,000 | 228,737 | 228,737 | 202,325 CHF | 204,617 CHF | 99.90% | 99.90% |
11/07/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 550,000 | 550,000 | 246,300 | 246,300 | 228,739 CHF | 231,207 CHF | 99.99% | 99.99% |
10/07/2024 | 1.05% | 0.96 CHF | 0.97 CHF | 550,000 | 550,000 | 246,410 | 246,410 | 237,983 CHF | 240,452 CHF | 100.00% | 100.00% |
09/07/2024 | 1.02% | 0.97 CHF | 0.98 CHF | 550,000 | 550,000 | 246,304 | 246,304 | 243,893 CHF | 246,361 CHF | 100.00% | 100.00% |
08/07/2024 | 1.01% | 1.01 CHF | 1.02 CHF | 550,000 | 550,000 | 246,321 | 246,321 | 247,230 CHF | 249,698 CHF | 100.00% | 100.00% |
05/07/2024 | 1.03% | 1.00 CHF | 1.01 CHF | 550,000 | 550,000 | 245,161 | 245,161 | 242,513 CHF | 244,972 CHF | 99.63% | 99.63% |
04/07/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 220,000 | 220,000 | 176,424 | 176,424 | 172,895 CHF | 174,659 CHF | 100.00% | 100.00% |
03/07/2024 | 1.02% | 0.98 CHF | 0.99 CHF | 550,000 | 550,000 | 246,301 | 246,301 | 243,956 CHF | 246,423 CHF | 100.00% | 100.00% |
02/07/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 550,000 | 550,000 | 246,745 | 246,745 | 254,341 CHF | 256,813 CHF | 100.00% | 100.00% |