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 | 1.33% | 0.77 CHF | 0.78 CHF | 430,000 | 430,000 | 190,711 | 190,711 | 147,901 CHF | 149,819 CHF | 99.96% | 99.96% |
12/07/2024 | 1.31% | 0.78 CHF | 0.79 CHF | 430,000 | 430,000 | 190,932 | 190,932 | 148,928 CHF | 150,846 CHF | 100.00% | 100.00% |
11/07/2024 | 1.20% | 0.80 CHF | 0.81 CHF | 410,000 | 410,000 | 177,594 | 177,594 | 151,525 CHF | 153,317 CHF | 100.00% | 100.00% |
10/07/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 400,000 | 400,000 | 176,805 | 176,805 | 153,960 CHF | 155,736 CHF | 100.00% | 100.00% |
09/07/2024 | 1.17% | 0.88 CHF | 0.89 CHF | 400,000 | 400,000 | 176,541 | 176,541 | 155,043 CHF | 156,819 CHF | 100.00% | 100.00% |
08/07/2024 | 1.17% | 0.88 CHF | 0.89 CHF | 400,000 | 400,000 | 176,674 | 176,674 | 155,422 CHF | 157,198 CHF | 100.00% | 100.00% |
05/07/2024 | 1.18% | 0.88 CHF | 0.89 CHF | 410,000 | 410,000 | 186,959 | 186,959 | 162,872 CHF | 164,748 CHF | 99.81% | 99.81% |
04/07/2024 | 1.15% | 0.87 CHF | 0.88 CHF | 170,000 | 170,000 | 138,182 | 138,182 | 119,166 CHF | 120,548 CHF | 98.30% | 98.30% |
03/07/2024 | 1.15% | 0.85 CHF | 0.86 CHF | 400,000 | 400,000 | 176,384 | 176,384 | 155,821 CHF | 157,593 CHF | 99.71% | 99.71% |
02/07/2024 | 1.22% | 0.86 CHF | 0.87 CHF | 410,000 | 410,000 | 186,174 | 186,174 | 157,259 CHF | 159,129 CHF | 99.99% | 99.99% |