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 | 1.10% | 0.96 CHF | 0.97 CHF | 260,000 | 260,000 | 150,245 | 150,245 | 141,088 CHF | 142,597 CHF | 97.59% | 97.59% |
12/07/2024 | 1.08% | 0.94 CHF | 0.95 CHF | 270,000 | 270,000 | 149,732 | 149,732 | 141,633 CHF | 143,136 CHF | 99.55% | 99.55% |
11/07/2024 | 0.99% | 0.95 CHF | 0.96 CHF | 270,000 | 270,000 | 146,470 | 146,470 | 149,457 CHF | 150,926 CHF | 99.38% | 99.38% |
10/07/2024 | 1.02% | 1.00 CHF | 1.01 CHF | 260,000 | 260,000 | 144,995 | 144,995 | 146,393 CHF | 147,848 CHF | 99.85% | 99.85% |
09/07/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 260,000 | 260,000 | 143,942 | 143,942 | 151,011 CHF | 152,459 CHF | 99.22% | 99.22% |
08/07/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 260,000 | 260,000 | 145,340 | 145,340 | 153,844 CHF | 155,304 CHF | 99.48% | 99.48% |
05/07/2024 | 1.01% | 1.05 CHF | 1.06 CHF | 260,000 | 260,000 | 145,239 | 145,239 | 148,421 CHF | 149,878 CHF | 94.90% | 94.90% |
04/07/2024 | 0.98% | 1.00 CHF | 1.01 CHF | 130,000 | 130,000 | 119,898 | 119,898 | 121,214 CHF | 122,413 CHF | 94.63% | 94.63% |
03/07/2024 | 1.03% | 1.00 CHF | 1.01 CHF | 260,000 | 260,000 | 146,266 | 146,266 | 145,637 CHF | 147,106 CHF | 96.78% | 96.78% |
02/07/2024 | 1.06% | 0.98 CHF | 0.99 CHF | 260,000 | 260,000 | 145,107 | 145,107 | 140,857 CHF | 142,313 CHF | 100.00% | 100.00% |