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% | 0.91 CHF | 0.92 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 212,975 CHF | 215,225 CHF | 100.00% | 100.00% |
12/07/2024 | 1.07% | 0.95 CHF | 0.96 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 208,647 CHF | 210,897 CHF | 99.96% | 99.96% |
11/07/2024 | 1.12% | 0.90 CHF | 0.91 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 200,525 CHF | 202,775 CHF | 98.17% | 98.17% |
10/07/2024 | 1.23% | 0.84 CHF | 0.85 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 182,236 CHF | 184,486 CHF | 96.17% | 96.17% |
09/07/2024 | 1.21% | 0.80 CHF | 0.81 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 184,671 CHF | 186,921 CHF | 99.62% | 99.62% |
08/07/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 180,763 CHF | 183,013 CHF | 100.00% | 100.00% |
05/07/2024 | 1.22% | 0.78 CHF | 0.79 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 182,988 CHF | 185,238 CHF | 100.00% | 100.00% |
04/07/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 181,412 CHF | 183,662 CHF | 100.00% | 100.00% |
03/07/2024 | 1.25% | 0.80 CHF | 0.81 CHF | 225,000 | 225,000 | 225,000 | 225,000 | 178,656 CHF | 180,906 CHF | 99.31% | 99.31% |
02/07/2024 | 1.31% | 0.78 CHF | 0.79 CHF | 225,000 | 225,000 | 227,322 | 227,324 | 172,735 CHF | 175,010 CHF | 99.50% | 99.50% |