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 | 1.08% | 0.95 CHF | 0.96 CHF | 310,000 | 310,000 | 137,941 | 137,941 | 130,117 CHF | 131,499 CHF | 100.00% | 100.00% |
12/07/2024 | 1.09% | 0.92 CHF | 0.93 CHF | 300,000 | 300,000 | 136,222 | 136,222 | 126,801 CHF | 128,166 CHF | 100.00% | 100.00% |
11/07/2024 | 1.07% | 0.93 CHF | 0.94 CHF | 305,000 | 305,000 | 137,166 | 137,166 | 129,272 CHF | 130,647 CHF | 99.80% | 99.80% |
10/07/2024 | 1.07% | 0.97 CHF | 0.98 CHF | 310,000 | 310,000 | 137,720 | 137,720 | 131,744 CHF | 133,124 CHF | 100.00% | 100.00% |
09/07/2024 | 1.08% | 0.93 CHF | 0.94 CHF | 300,000 | 300,000 | 136,252 | 136,252 | 127,546 CHF | 128,911 CHF | 99.77% | 99.77% |
08/07/2024 | 1.13% | 0.94 CHF | 0.95 CHF | 305,000 | 305,000 | 133,327 | 133,327 | 120,800 CHF | 122,136 CHF | 100.00% | 100.00% |
05/07/2024 | 1.13% | 0.90 CHF | 0.91 CHF | 295,000 | 295,000 | 131,718 | 131,718 | 118,515 CHF | 119,834 CHF | 99.70% | 99.70% |
04/07/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 118,000 | 118,000 | 94,272 | 94,272 | 84,922 CHF | 85,865 CHF | 99.81% | 99.81% |
03/07/2024 | 1.13% | 0.91 CHF | 0.92 CHF | 295,000 | 295,000 | 131,104 | 131,104 | 117,765 CHF | 119,079 CHF | 100.00% | 100.00% |
02/07/2024 | 1.14% | 0.90 CHF | 0.91 CHF | 290,000 | 290,000 | 130,223 | 130,223 | 116,160 CHF | 117,465 CHF | 100.00% | 100.00% |