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 | 1.42% | 0.70 CHF | 0.71 CHF | 235,000 | 235,000 | 234,826 | 234,826 | 163,861 CHF | 166,210 CHF | 99.48% | 99.48% |
12/07/2024 | 1.42% | 0.69 CHF | 0.70 CHF | 235,000 | 235,000 | 236,272 | 236,272 | 164,721 CHF | 167,083 CHF | 100.00% | 100.00% |
11/07/2024 | 1.39% | 0.70 CHF | 0.71 CHF | 240,000 | 240,000 | 238,879 | 238,879 | 170,869 CHF | 173,259 CHF | 100.00% | 100.00% |
10/07/2024 | 1.34% | 0.72 CHF | 0.73 CHF | 240,000 | 240,000 | 241,798 | 241,798 | 178,764 CHF | 181,182 CHF | 100.00% | 100.00% |
09/07/2024 | 1.37% | 0.73 CHF | 0.74 CHF | 240,000 | 240,000 | 239,380 | 239,380 | 173,694 CHF | 176,088 CHF | 100.00% | 100.00% |
08/07/2024 | 1.39% | 0.72 CHF | 0.73 CHF | 240,000 | 240,000 | 239,010 | 239,010 | 170,878 CHF | 173,268 CHF | 100.00% | 100.00% |
05/07/2024 | 1.42% | 0.72 CHF | 0.73 CHF | 240,000 | 240,000 | 238,562 | 238,562 | 167,437 CHF | 169,823 CHF | 99.81% | 99.81% |
04/07/2024 | 1.41% | 0.70 CHF | 0.71 CHF | 240,000 | 240,000 | 238,830 | 238,830 | 168,646 CHF | 171,035 CHF | 96.78% | 96.78% |
03/07/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 240,000 | 240,000 | 238,989 | 238,989 | 172,050 CHF | 174,439 CHF | 97.87% | 97.87% |
02/07/2024 | 1.33% | 0.75 CHF | 0.76 CHF | 245,000 | 245,000 | 243,987 | 243,987 | 182,745 CHF | 185,185 CHF | 100.00% | 100.00% |