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 | 1.31% | 0.76 CHF | 0.77 CHF | 205,000 | 205,000 | 204,049 | 204,049 | 155,111 CHF | 157,152 CHF | 100.00% | 100.00% |
12/07/2024 | 1.29% | 0.77 CHF | 0.78 CHF | 205,000 | 205,000 | 204,155 | 204,155 | 157,165 CHF | 159,207 CHF | 100.00% | 100.00% |
11/07/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 205,000 | 205,000 | 205,086 | 205,086 | 159,957 CHF | 162,009 CHF | 100.00% | 100.00% |
10/07/2024 | 1.31% | 0.76 CHF | 0.77 CHF | 205,000 | 205,000 | 204,156 | 204,156 | 155,381 CHF | 157,423 CHF | 100.00% | 100.00% |
09/07/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 215,000 | 215,000 | 214,114 | 214,114 | 176,836 CHF | 178,978 CHF | 100.00% | 100.00% |
08/07/2024 | 1.21% | 0.82 CHF | 0.83 CHF | 215,000 | 215,000 | 213,726 | 213,726 | 175,310 CHF | 177,448 CHF | 100.00% | 100.00% |
05/07/2024 | 1.19% | 0.84 CHF | 0.85 CHF | 215,000 | 215,000 | 214,478 | 214,478 | 179,672 CHF | 181,817 CHF | 99.81% | 99.81% |
04/07/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 220,000 | 220,000 | 222,528 | 222,528 | 195,827 CHF | 198,052 CHF | 99.49% | 99.49% |
03/07/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 225,000 | 225,000 | 221,058 | 221,058 | 194,178 CHF | 196,388 CHF | 99.35% | 99.35% |
02/07/2024 | 1.09% | 0.90 CHF | 0.91 CHF | 225,000 | 225,000 | 229,162 | 229,162 | 210,086 CHF | 212,378 CHF | 99.43% | 99.43% |