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% | 0.90 CHF | 0.91 CHF | 140,000 | 140,000 | 142,885 | 142,885 | 129,925 CHF | 131,354 CHF | 100.00% | 100.00% |
12/07/2024 | 1.10% | 0.87 CHF | 0.88 CHF | 140,000 | 140,000 | 141,566 | 141,566 | 127,858 CHF | 129,274 CHF | 100.00% | 100.00% |
11/07/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 140,000 | 140,000 | 139,878 | 139,878 | 123,472 CHF | 124,872 CHF | 99.82% | 99.82% |
10/07/2024 | 1.17% | 0.86 CHF | 0.87 CHF | 140,000 | 140,000 | 137,948 | 137,948 | 117,505 CHF | 118,884 CHF | 100.00% | 100.00% |
09/07/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 140,000 | 140,000 | 136,593 | 136,593 | 114,741 CHF | 116,107 CHF | 99.77% | 99.77% |
08/07/2024 | 1.22% | 0.83 CHF | 0.84 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 110,576 CHF | 111,930 CHF | 100.00% | 100.00% |
05/07/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 136,000 | 136,000 | 135,449 | 135,449 | 112,643 CHF | 113,998 CHF | 99.80% | 99.80% |
04/07/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 136,000 | 136,000 | 137,906 | 137,906 | 117,447 CHF | 118,826 CHF | 100.00% | 100.00% |
03/07/2024 | 1.14% | 0.85 CHF | 0.86 CHF | 136,000 | 136,000 | 139,184 | 139,184 | 120,895 CHF | 122,287 CHF | 100.00% | 100.00% |
02/07/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 144,000 | 144,000 | 143,406 | 143,406 | 129,700 CHF | 131,134 CHF | 100.00% | 100.00% |