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 | 1.12% | 0.87 CHF | 0.88 CHF | 140,000 | 140,000 | 142,885 | 142,885 | 126,685 CHF | 128,114 CHF | 100.00% | 100.00% |
12/07/2024 | 1.13% | 0.85 CHF | 0.86 CHF | 140,000 | 140,000 | 141,566 | 141,566 | 124,726 CHF | 126,142 CHF | 100.00% | 100.00% |
11/07/2024 | 1.16% | 0.86 CHF | 0.87 CHF | 140,000 | 140,000 | 139,866 | 139,866 | 120,239 CHF | 121,639 CHF | 99.58% | 99.58% |
10/07/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 140,000 | 140,000 | 137,948 | 137,948 | 114,361 CHF | 115,740 CHF | 100.00% | 100.00% |
09/07/2024 | 1.21% | 0.83 CHF | 0.84 CHF | 140,000 | 140,000 | 136,593 | 136,593 | 111,853 CHF | 113,219 CHF | 99.70% | 99.70% |
08/07/2024 | 1.25% | 0.81 CHF | 0.82 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 107,618 CHF | 108,972 CHF | 100.00% | 100.00% |
05/07/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 136,000 | 136,000 | 135,449 | 135,449 | 109,617 CHF | 110,972 CHF | 99.81% | 99.81% |
04/07/2024 | 1.20% | 0.82 CHF | 0.83 CHF | 136,000 | 136,000 | 137,906 | 137,906 | 114,397 CHF | 115,776 CHF | 100.00% | 100.00% |
03/07/2024 | 1.18% | 0.83 CHF | 0.84 CHF | 136,000 | 136,000 | 139,184 | 139,184 | 117,662 CHF | 119,053 CHF | 100.00% | 100.00% |
02/07/2024 | 1.13% | 0.88 CHF | 0.89 CHF | 144,000 | 144,000 | 143,406 | 143,406 | 126,547 CHF | 127,981 CHF | 99.99% | 99.99% |