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 | 1.09% | 0.94 CHF | 0.95 CHF | 310,000 | 310,000 | 137,940 | 137,940 | 129,028 CHF | 130,410 CHF | 100.00% | 100.00% |
12/07/2024 | 1.10% | 0.92 CHF | 0.93 CHF | 300,000 | 300,000 | 136,209 | 136,209 | 125,510 CHF | 126,875 CHF | 99.99% | 99.99% |
11/07/2024 | 1.08% | 0.92 CHF | 0.93 CHF | 305,000 | 305,000 | 137,205 | 137,205 | 128,108 CHF | 129,483 CHF | 99.82% | 99.82% |
10/07/2024 | 1.08% | 0.96 CHF | 0.97 CHF | 310,000 | 310,000 | 137,725 | 137,725 | 130,418 CHF | 131,798 CHF | 100.00% | 100.00% |
09/07/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 300,000 | 300,000 | 136,286 | 136,286 | 126,284 CHF | 127,649 CHF | 99.74% | 99.74% |
08/07/2024 | 1.14% | 0.93 CHF | 0.94 CHF | 305,000 | 305,000 | 133,330 | 133,330 | 119,978 CHF | 121,314 CHF | 100.00% | 100.00% |
05/07/2024 | 1.14% | 0.89 CHF | 0.90 CHF | 295,000 | 295,000 | 131,736 | 131,736 | 117,418 CHF | 118,738 CHF | 99.71% | 99.71% |
04/07/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 118,000 | 118,000 | 94,273 | 94,273 | 84,149 CHF | 85,092 CHF | 99.81% | 99.81% |
03/07/2024 | 1.15% | 0.90 CHF | 0.91 CHF | 295,000 | 295,000 | 131,106 | 131,106 | 116,733 CHF | 118,047 CHF | 100.00% | 100.00% |
02/07/2024 | 1.15% | 0.89 CHF | 0.90 CHF | 290,000 | 290,000 | 130,225 | 130,225 | 115,155 CHF | 116,460 CHF | 100.00% | 100.00% |