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 | 1.34% | 0.75 CHF | 0.76 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 140,758 CHF | 142,658 CHF | 100.00% | 100.00% |
12/07/2024 | 1.31% | 0.75 CHF | 0.76 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 144,231 CHF | 146,131 CHF | 100.00% | 100.00% |
11/07/2024 | 1.21% | 0.81 CHF | 0.82 CHF | 200,000 | 200,000 | 199,879 | 199,879 | 164,456 CHF | 166,456 CHF | 100.00% | 100.00% |
10/07/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 200,000 | 200,000 | 200,000 | 200,000 | 166,357 CHF | 168,357 CHF | 100.00% | 100.00% |
09/07/2024 | 1.22% | 0.84 CHF | 0.85 CHF | 200,000 | 200,000 | 197,451 | 197,451 | 160,493 CHF | 162,467 CHF | 100.00% | 100.00% |
08/07/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 147,044 CHF | 148,944 CHF | 100.00% | 100.00% |
05/07/2024 | 1.32% | 0.77 CHF | 0.78 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 142,531 CHF | 144,431 CHF | 99.81% | 99.81% |
04/07/2024 | 1.32% | 0.74 CHF | 0.75 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 142,466 CHF | 144,366 CHF | 99.49% | 99.49% |
03/07/2024 | 1.32% | 0.75 CHF | 0.76 CHF | 190,000 | 190,000 | 190,000 | 190,000 | 143,144 CHF | 145,044 CHF | 99.35% | 99.35% |
02/07/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 200,000 | 200,000 | 191,398 | 191,398 | 150,714 CHF | 152,628 CHF | 100.00% | 100.00% |