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 | 1.72% | 0.57 CHF | 0.58 CHF | 205,000 | 205,000 | 204,050 | 204,050 | 117,769 CHF | 119,809 CHF | 100.00% | 100.00% |
12/07/2024 | 1.69% | 0.58 CHF | 0.59 CHF | 205,000 | 205,000 | 204,155 | 204,155 | 119,828 CHF | 121,869 CHF | 100.00% | 100.00% |
11/07/2024 | 1.67% | 0.59 CHF | 0.60 CHF | 205,000 | 205,000 | 205,085 | 205,085 | 122,085 CHF | 124,137 CHF | 100.00% | 100.00% |
10/07/2024 | 1.71% | 0.58 CHF | 0.59 CHF | 205,000 | 205,000 | 204,156 | 204,156 | 118,181 CHF | 120,223 CHF | 100.00% | 100.00% |
09/07/2024 | 1.55% | 0.63 CHF | 0.64 CHF | 215,000 | 215,000 | 214,114 | 214,114 | 137,325 CHF | 139,466 CHF | 100.00% | 100.00% |
08/07/2024 | 1.56% | 0.64 CHF | 0.65 CHF | 215,000 | 215,000 | 213,717 | 213,717 | 136,162 CHF | 138,299 CHF | 99.23% | 99.23% |
05/07/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 215,000 | 215,000 | 214,453 | 214,453 | 140,261 CHF | 142,405 CHF | 98.43% | 98.43% |
04/07/2024 | 1.43% | 0.69 CHF | 0.70 CHF | 220,000 | 220,000 | 222,518 | 222,518 | 155,046 CHF | 157,271 CHF | 94.20% | 94.20% |
03/07/2024 | 1.43% | 0.70 CHF | 0.71 CHF | 225,000 | 225,000 | 220,894 | 220,894 | 152,858 CHF | 155,067 CHF | 91.85% | 91.85% |
02/07/2024 | 1.36% | 0.72 CHF | 0.73 CHF | 225,000 | 225,000 | 229,163 | 229,163 | 167,814 CHF | 170,106 CHF | 99.43% | 99.43% |