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 | 1.65% | 0.60 CHF | 0.61 CHF | 235,000 | 235,000 | 234,825 | 234,825 | 141,149 CHF | 143,497 CHF | 100.00% | 100.00% |
12/07/2024 | 1.65% | 0.59 CHF | 0.60 CHF | 235,000 | 235,000 | 236,273 | 236,273 | 142,287 CHF | 144,650 CHF | 100.00% | 100.00% |
11/07/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 240,000 | 240,000 | 238,870 | 238,870 | 147,729 CHF | 150,119 CHF | 100.00% | 100.00% |
10/07/2024 | 1.54% | 0.63 CHF | 0.64 CHF | 240,000 | 240,000 | 241,797 | 241,797 | 155,721 CHF | 158,139 CHF | 100.00% | 100.00% |
09/07/2024 | 1.58% | 0.63 CHF | 0.64 CHF | 240,000 | 240,000 | 239,380 | 239,380 | 150,502 CHF | 152,895 CHF | 100.00% | 100.00% |
08/07/2024 | 1.60% | 0.62 CHF | 0.63 CHF | 240,000 | 240,000 | 239,010 | 239,010 | 148,135 CHF | 150,525 CHF | 100.00% | 100.00% |
05/07/2024 | 1.64% | 0.62 CHF | 0.63 CHF | 240,000 | 240,000 | 238,552 | 238,552 | 144,256 CHF | 146,641 CHF | 98.44% | 98.44% |
04/07/2024 | 1.63% | 0.61 CHF | 0.62 CHF | 240,000 | 240,000 | 238,827 | 238,827 | 145,552 CHF | 147,940 CHF | 98.00% | 98.00% |
03/07/2024 | 1.59% | 0.63 CHF | 0.64 CHF | 240,000 | 240,000 | 238,920 | 238,920 | 148,687 CHF | 151,076 CHF | 91.59% | 91.59% |
02/07/2024 | 1.52% | 0.66 CHF | 0.67 CHF | 245,000 | 245,000 | 243,987 | 243,987 | 159,467 CHF | 161,907 CHF | 100.00% | 100.00% |