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 | 1.19% | 0.82 CHF | 0.83 CHF | 280,000 | 280,000 | 279,240 | 279,240 | 233,023 CHF | 235,816 CHF | 99.96% | 99.96% |
12/07/2024 | 1.24% | 0.88 CHF | 0.89 CHF | 280,000 | 280,000 | 283,000 | 283,000 | 226,145 CHF | 228,975 CHF | 99.97% | 99.97% |
11/07/2024 | 1.35% | 0.77 CHF | 0.78 CHF | 290,000 | 290,000 | 288,476 | 288,476 | 212,571 CHF | 215,457 CHF | 99.93% | 99.93% |
10/07/2024 | 1.44% | 0.72 CHF | 0.73 CHF | 290,000 | 290,000 | 292,818 | 292,818 | 202,065 CHF | 204,993 CHF | 100.00% | 100.00% |
09/07/2024 | 1.44% | 0.65 CHF | 0.66 CHF | 300,000 | 300,000 | 292,900 | 292,900 | 202,433 CHF | 205,362 CHF | 99.74% | 99.74% |
08/07/2024 | 1.32% | 0.74 CHF | 0.75 CHF | 290,000 | 290,000 | 288,796 | 288,796 | 216,646 CHF | 219,534 CHF | 99.32% | 99.32% |
05/07/2024 | 1.28% | 0.74 CHF | 0.75 CHF | 290,000 | 290,000 | 284,906 | 284,906 | 221,205 CHF | 224,054 CHF | 99.81% | 99.81% |
04/07/2024 | 1.35% | 0.75 CHF | 0.76 CHF | 290,000 | 290,000 | 288,800 | 288,800 | 213,141 CHF | 216,029 CHF | 99.65% | 99.65% |
03/07/2024 | 1.39% | 0.74 CHF | 0.75 CHF | 290,000 | 290,000 | 290,659 | 290,659 | 208,084 CHF | 210,990 CHF | 99.95% | 99.95% |
02/07/2024 | 1.42% | 0.70 CHF | 0.71 CHF | 295,000 | 295,000 | 293,783 | 293,783 | 204,885 CHF | 207,822 CHF | 99.99% | 99.99% |