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 | 1.22% | 0.85 CHF | 0.86 CHF | 310,000 | 310,000 | 137,944 | 137,944 | 115,751 CHF | 117,133 CHF | 100.00% | 100.00% |
12/07/2024 | 1.23% | 0.82 CHF | 0.83 CHF | 300,000 | 300,000 | 136,216 | 136,216 | 112,331 CHF | 113,696 CHF | 100.00% | 100.00% |
11/07/2024 | 1.20% | 0.83 CHF | 0.84 CHF | 305,000 | 305,000 | 137,189 | 137,189 | 115,176 CHF | 116,551 CHF | 99.84% | 99.84% |
10/07/2024 | 1.19% | 0.86 CHF | 0.87 CHF | 310,000 | 310,000 | 137,720 | 137,720 | 117,373 CHF | 118,752 CHF | 100.00% | 100.00% |
09/07/2024 | 1.22% | 0.83 CHF | 0.84 CHF | 300,000 | 300,000 | 136,936 | 136,936 | 113,527 CHF | 114,899 CHF | 98.66% | 98.66% |
08/07/2024 | 1.27% | 0.83 CHF | 0.84 CHF | 305,000 | 305,000 | 133,328 | 133,328 | 107,118 CHF | 108,454 CHF | 100.00% | 100.00% |
05/07/2024 | 1.28% | 0.80 CHF | 0.81 CHF | 295,000 | 295,000 | 131,729 | 131,729 | 104,887 CHF | 106,206 CHF | 99.70% | 99.70% |
04/07/2024 | 1.24% | 0.79 CHF | 0.80 CHF | 118,000 | 118,000 | 94,271 | 94,271 | 75,397 CHF | 76,339 CHF | 99.81% | 99.81% |
03/07/2024 | 1.28% | 0.80 CHF | 0.81 CHF | 295,000 | 295,000 | 131,103 | 131,103 | 104,226 CHF | 105,540 CHF | 100.00% | 100.00% |
02/07/2024 | 1.29% | 0.79 CHF | 0.80 CHF | 290,000 | 290,000 | 130,210 | 130,210 | 102,481 CHF | 103,785 CHF | 99.99% | 99.99% |