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 | 1.13% | 0.90 CHF | 0.91 CHF | 435,000 | 435,000 | 193,343 | 193,343 | 173,802 CHF | 175,739 CHF | 99.97% | 99.97% |
12/07/2024 | 1.12% | 0.89 CHF | 0.90 CHF | 430,000 | 430,000 | 193,141 | 193,141 | 173,582 CHF | 175,517 CHF | 100.00% | 100.00% |
11/07/2024 | 1.13% | 0.90 CHF | 0.91 CHF | 430,000 | 430,000 | 191,868 | 191,868 | 173,121 CHF | 175,052 CHF | 100.00% | 100.00% |
10/07/2024 | 1.13% | 0.91 CHF | 0.92 CHF | 430,000 | 430,000 | 192,606 | 192,606 | 174,000 CHF | 175,930 CHF | 100.00% | 100.00% |
09/07/2024 | 1.13% | 0.91 CHF | 0.92 CHF | 430,000 | 430,000 | 193,078 | 193,078 | 174,238 CHF | 176,172 CHF | 100.00% | 100.00% |
08/07/2024 | 1.14% | 0.90 CHF | 0.91 CHF | 430,000 | 430,000 | 192,508 | 192,508 | 171,298 CHF | 173,227 CHF | 100.00% | 100.00% |
05/07/2024 | 1.15% | 0.89 CHF | 0.90 CHF | 425,000 | 425,000 | 190,051 | 190,051 | 168,981 CHF | 170,885 CHF | 99.82% | 99.82% |
04/07/2024 | 1.12% | 0.88 CHF | 0.89 CHF | 170,000 | 170,000 | 135,948 | 135,948 | 120,791 CHF | 122,150 CHF | 99.44% | 99.44% |
03/07/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 420,000 | 420,000 | 189,487 | 189,487 | 168,884 CHF | 170,782 CHF | 99.97% | 99.97% |
02/07/2024 | 1.12% | 0.92 CHF | 0.93 CHF | 430,000 | 430,000 | 185,852 | 185,852 | 168,180 CHF | 170,042 CHF | 100.00% | 100.00% |