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 | 1.06% | 0.92 CHF | 0.93 CHF | 280,000 | 280,000 | 279,240 | 279,240 | 261,658 CHF | 264,450 CHF | 100.00% | 100.00% |
12/07/2024 | 1.10% | 0.99 CHF | 1.00 CHF | 280,000 | 280,000 | 283,000 | 283,000 | 255,310 CHF | 258,140 CHF | 99.99% | 99.99% |
11/07/2024 | 1.19% | 0.87 CHF | 0.88 CHF | 290,000 | 290,000 | 288,487 | 288,487 | 242,037 CHF | 244,923 CHF | 99.89% | 99.89% |
10/07/2024 | 1.25% | 0.83 CHF | 0.84 CHF | 290,000 | 290,000 | 292,818 | 292,818 | 231,976 CHF | 234,904 CHF | 100.00% | 100.00% |
09/07/2024 | 1.25% | 0.75 CHF | 0.76 CHF | 300,000 | 300,000 | 292,900 | 292,900 | 232,270 CHF | 235,199 CHF | 99.73% | 99.73% |
08/07/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 290,000 | 290,000 | 288,796 | 288,796 | 245,905 CHF | 248,793 CHF | 99.32% | 99.32% |
05/07/2024 | 1.13% | 0.84 CHF | 0.85 CHF | 290,000 | 290,000 | 284,905 | 284,905 | 250,290 CHF | 253,139 CHF | 99.86% | 99.86% |
04/07/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 290,000 | 290,000 | 288,800 | 288,800 | 242,643 CHF | 245,531 CHF | 99.66% | 99.66% |
03/07/2024 | 1.22% | 0.84 CHF | 0.85 CHF | 290,000 | 290,000 | 290,662 | 290,662 | 237,676 CHF | 240,583 CHF | 100.00% | 100.00% |
02/07/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 295,000 | 295,000 | 293,784 | 293,784 | 234,792 CHF | 237,730 CHF | 100.00% | 100.00% |