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 | 1.13% | 0.88 CHF | 0.89 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 100,814 CHF | 101,959 CHF | 100.00% | 100.00% |
12/07/2024 | 1.13% | 0.90 CHF | 0.91 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 100,438 CHF | 101,584 CHF | 100.00% | 100.00% |
11/07/2024 | 1.20% | 0.84 CHF | 0.85 CHF | 115,000 | 115,000 | 114,452 | 114,452 | 95,127 CHF | 96,273 CHF | 99.99% | 99.99% |
10/07/2024 | 1.25% | 0.81 CHF | 0.82 CHF | 115,000 | 115,000 | 119,472 | 119,472 | 94,651 CHF | 95,845 CHF | 100.00% | 100.00% |
09/07/2024 | 1.27% | 0.76 CHF | 0.77 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 93,794 CHF | 94,989 CHF | 100.00% | 100.00% |
08/07/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 120,000 | 120,000 | 119,330 | 119,330 | 97,047 CHF | 98,241 CHF | 100.00% | 100.00% |
05/07/2024 | 1.24% | 0.77 CHF | 0.78 CHF | 120,000 | 120,000 | 119,401 | 119,401 | 95,862 CHF | 97,056 CHF | 100.00% | 100.00% |
04/07/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 95,437 CHF | 96,632 CHF | 100.00% | 100.00% |
03/07/2024 | 1.32% | 0.77 CHF | 0.78 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 89,933 CHF | 91,128 CHF | 100.00% | 100.00% |
02/07/2024 | 1.36% | 0.74 CHF | 0.75 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 87,014 CHF | 88,209 CHF | 99.99% | 99.99% |