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 | 1.00% | 0.96 CHF | 0.97 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 223,725 CHF | 225,975 CHF | 100.00% | 100.00% |
12/07/2024 | 1.02% | 1.00 CHF | 1.01 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 219,484 CHF | 221,734 CHF | 99.95% | 99.95% |
11/07/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 211,297 CHF | 213,547 CHF | 98.51% | 98.51% |
10/07/2024 | 1.16% | 0.89 CHF | 0.90 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 192,779 CHF | 195,029 CHF | 96.17% | 96.17% |
09/07/2024 | 1.15% | 0.84 CHF | 0.85 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 195,225 CHF | 197,475 CHF | 99.63% | 99.63% |
08/07/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 191,356 CHF | 193,606 CHF | 100.00% | 100.00% |
05/07/2024 | 1.16% | 0.83 CHF | 0.84 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 193,330 CHF | 195,580 CHF | 100.00% | 100.00% |
04/07/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 191,700 CHF | 193,950 CHF | 100.00% | 100.00% |
03/07/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 188,999 CHF | 191,249 CHF | 99.31% | 99.31% |
02/07/2024 | 1.23% | 0.83 CHF | 0.84 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 181,405 CHF | 183,655 CHF | 99.50% | 99.50% |