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 | 1.32% | 0.75 CHF | 0.76 CHF | 290,000 | 290,000 | 290,000 | 290,000 | 219,027 CHF | 221,927 CHF | 100.00% | 100.00% |
12/07/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 290,000 | 290,000 | 294,019 | 294,019 | 234,315 CHF | 237,255 CHF | 100.00% | 100.00% |
11/07/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 300,000 | 300,000 | 299,836 | 299,836 | 246,536 CHF | 249,536 CHF | 99.99% | 99.99% |
10/07/2024 | 1.14% | 0.84 CHF | 0.85 CHF | 300,000 | 300,000 | 300,013 | 300,013 | 260,855 CHF | 263,855 CHF | 100.00% | 100.00% |
09/07/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 310,000 | 310,000 | 305,574 | 305,574 | 270,118 CHF | 273,176 CHF | 99.73% | 99.73% |
08/07/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 279,941 CHF | 283,041 CHF | 99.32% | 99.32% |
05/07/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 310,000 | 310,000 | 305,927 | 305,927 | 271,165 CHF | 274,224 CHF | 100.00% | 100.00% |
04/07/2024 | 1.08% | 0.91 CHF | 0.92 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 284,570 CHF | 287,670 CHF | 99.65% | 99.65% |
03/07/2024 | 1.15% | 0.88 CHF | 0.89 CHF | 300,000 | 300,000 | 300,108 | 300,108 | 260,541 CHF | 263,542 CHF | 100.00% | 100.00% |
02/07/2024 | 1.15% | 0.85 CHF | 0.86 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 258,363 CHF | 261,363 CHF | 99.99% | 99.99% |