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 | 1.18% | 0.85 CHF | 0.86 CHF | 140,000 | 140,000 | 142,297 | 142,297 | 119,383 CHF | 120,806 CHF | 100.00% | 100.00% |
12/07/2024 | 1.14% | 0.87 CHF | 0.88 CHF | 140,000 | 140,000 | 139,423 | 139,423 | 121,319 CHF | 122,713 CHF | 100.00% | 100.00% |
11/07/2024 | 1.12% | 0.87 CHF | 0.88 CHF | 140,000 | 140,000 | 139,325 | 139,325 | 123,742 CHF | 125,136 CHF | 99.98% | 99.98% |
10/07/2024 | 1.13% | 0.89 CHF | 0.90 CHF | 140,000 | 140,000 | 139,779 | 139,779 | 123,340 CHF | 124,738 CHF | 100.00% | 100.00% |
09/07/2024 | 1.12% | 0.87 CHF | 0.88 CHF | 140,000 | 140,000 | 139,423 | 139,423 | 123,350 CHF | 124,745 CHF | 100.00% | 100.00% |
08/07/2024 | 1.06% | 0.91 CHF | 0.92 CHF | 140,000 | 140,000 | 139,317 | 139,317 | 130,281 CHF | 131,674 CHF | 100.00% | 100.00% |
05/07/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 140,000 | 140,000 | 139,423 | 139,423 | 126,178 CHF | 127,572 CHF | 100.00% | 100.00% |
04/07/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 140,000 | 140,000 | 139,423 | 139,423 | 125,742 CHF | 127,136 CHF | 100.00% | 100.00% |
03/07/2024 | 1.11% | 0.89 CHF | 0.90 CHF | 140,000 | 140,000 | 139,423 | 139,423 | 125,153 CHF | 126,548 CHF | 100.00% | 100.00% |
02/07/2024 | 1.12% | 0.87 CHF | 0.88 CHF | 140,000 | 140,000 | 139,422 | 139,422 | 123,908 CHF | 125,302 CHF | 100.00% | 100.00% |