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 | 1.05% | 0.95 CHF | 0.96 CHF | 205,000 | 205,000 | 204,049 | 204,049 | 193,860 CHF | 195,900 CHF | 100.00% | 100.00% |
12/07/2024 | 1.04% | 0.95 CHF | 0.96 CHF | 205,000 | 205,000 | 204,155 | 204,155 | 195,875 CHF | 197,917 CHF | 100.00% | 100.00% |
11/07/2024 | 1.03% | 0.96 CHF | 0.97 CHF | 205,000 | 205,000 | 205,100 | 205,100 | 198,888 CHF | 200,940 CHF | 100.00% | 100.00% |
10/07/2024 | 1.05% | 0.95 CHF | 0.96 CHF | 205,000 | 205,000 | 204,155 | 204,155 | 194,076 CHF | 196,117 CHF | 100.00% | 100.00% |
09/07/2024 | 0.98% | 1.01 CHF | 1.02 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 217,017 CHF | 219,158 CHF | 100.00% | 100.00% |
08/07/2024 | 0.99% | 1.01 CHF | 1.02 CHF | 215,000 | 215,000 | 213,727 | 213,727 | 215,743 CHF | 217,880 CHF | 100.00% | 100.00% |
05/07/2024 | 0.97% | 1.03 CHF | 1.04 CHF | 215,000 | 215,000 | 214,477 | 214,477 | 220,091 CHF | 222,235 CHF | 99.80% | 99.80% |
04/07/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 220,000 | 220,000 | 222,528 | 222,528 | 237,753 CHF | 239,979 CHF | 99.49% | 99.49% |
03/07/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 225,000 | 225,000 | 221,165 | 221,165 | 236,136 CHF | 238,347 CHF | 94.16% | 94.16% |
02/07/2024 | 0.90% | 1.09 CHF | 1.10 CHF | 225,000 | 225,000 | 229,163 | 229,163 | 252,948 CHF | 255,239 CHF | 99.43% | 99.43% |