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 | 1.24% | 0.82 CHF | 0.83 CHF | 130,000 | 130,000 | 128,763 | 128,763 | 105,021 CHF | 106,321 CHF | 97.98% | 97.98% |
12/07/2024 | 1.27% | 0.80 CHF | 0.81 CHF | 130,000 | 130,000 | 129,976 | 129,976 | 102,094 CHF | 103,394 CHF | 98.51% | 98.51% |
11/07/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 130,000 | 130,000 | 120,793 | 120,793 | 98,437 CHF | 99,645 CHF | 97.69% | 97.69% |
10/07/2024 | 1.26% | 0.81 CHF | 0.82 CHF | 120,000 | 120,000 | 127,023 | 127,023 | 100,306 CHF | 101,576 CHF | 98.34% | 98.34% |
09/07/2024 | 1.21% | 0.81 CHF | 0.82 CHF | 120,000 | 120,000 | 119,568 | 119,568 | 99,032 CHF | 100,232 CHF | 90.88% | 90.88% |
08/07/2024 | 1.23% | 0.83 CHF | 0.84 CHF | 120,000 | 120,000 | 121,539 | 121,539 | 98,375 CHF | 99,593 CHF | 90.86% | 90.86% |
05/07/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 120,000 | 120,000 | 120,657 | 120,657 | 98,219 CHF | 99,426 CHF | 88.50% | 88.50% |
04/07/2024 | 1.25% | 0.78 CHF | 0.79 CHF | 130,000 | 130,000 | 123,006 | 123,006 | 97,698 CHF | 98,928 CHF | 76.50% | 76.50% |
03/07/2024 | 1.25% | 0.79 CHF | 0.80 CHF | 130,000 | 130,000 | 125,126 | 125,126 | 99,768 CHF | 101,019 CHF | 81.29% | 81.29% |
02/07/2024 | 1.29% | 0.79 CHF | 0.80 CHF | 130,000 | 130,000 | 129,975 | 129,975 | 100,073 CHF | 101,373 CHF | 99.98% | 99.98% |