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 | 1.51% | 0.66 CHF | 0.67 CHF | 205,000 | 205,000 | 204,049 | 204,049 | 134,371 CHF | 136,411 CHF | 100.00% | 100.00% |
12/07/2024 | 1.48% | 0.66 CHF | 0.67 CHF | 205,000 | 205,000 | 204,155 | 204,155 | 136,514 CHF | 138,556 CHF | 100.00% | 100.00% |
11/07/2024 | 1.46% | 0.67 CHF | 0.68 CHF | 205,000 | 205,000 | 205,078 | 205,078 | 139,346 CHF | 141,398 CHF | 100.00% | 100.00% |
10/07/2024 | 1.50% | 0.66 CHF | 0.67 CHF | 205,000 | 205,000 | 204,155 | 204,155 | 134,827 CHF | 136,868 CHF | 100.00% | 100.00% |
09/07/2024 | 1.37% | 0.72 CHF | 0.73 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 155,079 CHF | 157,220 CHF | 100.00% | 100.00% |
08/07/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 215,000 | 215,000 | 213,727 | 213,727 | 153,863 CHF | 156,001 CHF | 100.00% | 100.00% |
05/07/2024 | 1.35% | 0.74 CHF | 0.75 CHF | 215,000 | 215,000 | 214,477 | 214,477 | 158,016 CHF | 160,161 CHF | 99.81% | 99.81% |
04/07/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 220,000 | 220,000 | 222,528 | 222,528 | 173,332 CHF | 175,558 CHF | 99.49% | 99.49% |
03/07/2024 | 1.28% | 0.79 CHF | 0.80 CHF | 225,000 | 225,000 | 221,057 | 221,057 | 172,001 CHF | 174,212 CHF | 99.35% | 99.35% |
02/07/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 225,000 | 225,000 | 229,163 | 229,163 | 187,020 CHF | 189,312 CHF | 99.43% | 99.43% |