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 | 1.16% | 0.86 CHF | 0.87 CHF | 215,000 | 215,000 | 214,115 | 214,115 | 183,854 CHF | 185,995 CHF | 100.00% | 100.00% |
12/07/2024 | 1.14% | 0.88 CHF | 0.89 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 187,474 CHF | 189,615 CHF | 99.95% | 99.95% |
11/07/2024 | 1.16% | 0.84 CHF | 0.85 CHF | 215,000 | 215,000 | 213,970 | 213,970 | 183,018 CHF | 185,159 CHF | 99.84% | 99.84% |
10/07/2024 | 1.17% | 0.87 CHF | 0.88 CHF | 215,000 | 215,000 | 214,124 | 214,124 | 182,334 CHF | 184,475 CHF | 99.99% | 99.99% |
09/07/2024 | 1.19% | 0.82 CHF | 0.83 CHF | 220,000 | 220,000 | 216,032 | 216,032 | 180,048 CHF | 182,208 CHF | 99.88% | 99.88% |
08/07/2024 | 1.13% | 0.86 CHF | 0.87 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 188,904 CHF | 191,045 CHF | 99.96% | 99.96% |
05/07/2024 | 1.14% | 0.86 CHF | 0.87 CHF | 215,000 | 215,000 | 214,111 | 214,111 | 186,003 CHF | 188,144 CHF | 99.69% | 99.69% |
04/07/2024 | 1.16% | 0.85 CHF | 0.86 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 183,262 CHF | 185,403 CHF | 100.00% | 100.00% |
03/07/2024 | 1.20% | 0.85 CHF | 0.86 CHF | 215,000 | 215,000 | 216,963 | 216,963 | 179,517 CHF | 181,687 CHF | 100.00% | 100.00% |
02/07/2024 | 1.23% | 0.80 CHF | 0.81 CHF | 220,000 | 220,000 | 219,090 | 219,090 | 176,344 CHF | 178,535 CHF | 99.90% | 99.90% |