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 | 1.07% | 0.92 CHF | 0.93 CHF | 205,000 | 205,000 | 204,050 | 204,050 | 189,148 CHF | 191,188 CHF | 100.00% | 100.00% |
12/07/2024 | 1.06% | 0.93 CHF | 0.94 CHF | 205,000 | 205,000 | 204,155 | 204,155 | 191,044 CHF | 193,085 CHF | 100.00% | 100.00% |
11/07/2024 | 1.06% | 0.94 CHF | 0.95 CHF | 205,000 | 205,000 | 205,090 | 205,090 | 193,506 CHF | 195,558 CHF | 100.00% | 100.00% |
10/07/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 205,000 | 205,000 | 204,156 | 204,156 | 189,090 CHF | 191,131 CHF | 100.00% | 100.00% |
09/07/2024 | 1.00% | 0.98 CHF | 0.99 CHF | 215,000 | 215,000 | 214,114 | 214,114 | 212,141 CHF | 214,282 CHF | 100.00% | 100.00% |
08/07/2024 | 1.01% | 0.99 CHF | 1.00 CHF | 215,000 | 215,000 | 213,727 | 213,727 | 210,359 CHF | 212,497 CHF | 100.00% | 100.00% |
05/07/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 215,000 | 215,000 | 214,479 | 214,479 | 215,177 CHF | 217,322 CHF | 99.82% | 99.82% |
04/07/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 220,000 | 220,000 | 222,528 | 222,528 | 232,540 CHF | 234,765 CHF | 99.50% | 99.50% |
03/07/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 225,000 | 225,000 | 221,058 | 221,058 | 230,064 CHF | 232,274 CHF | 99.36% | 99.36% |
02/07/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 225,000 | 225,000 | 229,163 | 229,163 | 247,559 CHF | 249,851 CHF | 99.43% | 99.43% |