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 | 1.25% | 0.81 CHF | 0.82 CHF | 550,000 | 550,000 | 246,282 | 246,282 | 200,584 CHF | 203,053 CHF | 100.00% | 100.00% |
12/07/2024 | 1.30% | 0.79 CHF | 0.80 CHF | 550,000 | 550,000 | 228,734 | 228,734 | 178,916 CHF | 181,207 CHF | 99.90% | 99.90% |
11/07/2024 | 1.22% | 0.81 CHF | 0.82 CHF | 550,000 | 550,000 | 246,315 | 246,315 | 203,236 CHF | 205,705 CHF | 99.99% | 99.99% |
10/07/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 550,000 | 550,000 | 246,408 | 246,408 | 212,434 CHF | 214,903 CHF | 100.00% | 100.00% |
09/07/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 550,000 | 550,000 | 246,297 | 246,297 | 218,286 CHF | 220,754 CHF | 100.00% | 100.00% |
08/07/2024 | 1.13% | 0.91 CHF | 0.92 CHF | 550,000 | 550,000 | 246,318 | 246,318 | 221,780 CHF | 224,248 CHF | 100.00% | 100.00% |
05/07/2024 | 1.15% | 0.89 CHF | 0.90 CHF | 550,000 | 550,000 | 245,990 | 245,990 | 217,895 CHF | 220,361 CHF | 99.90% | 99.90% |
04/07/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 220,000 | 220,000 | 176,422 | 176,422 | 153,953 CHF | 155,717 CHF | 100.00% | 100.00% |
03/07/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 550,000 | 550,000 | 246,297 | 246,297 | 217,854 CHF | 220,321 CHF | 100.00% | 100.00% |
02/07/2024 | 1.09% | 0.91 CHF | 0.92 CHF | 550,000 | 550,000 | 246,740 | 246,740 | 228,679 CHF | 231,151 CHF | 100.00% | 100.00% |