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 | 1.09% | 0.93 CHF | 0.94 CHF | 390,000 | 390,000 | 384,854 | 384,854 | 351,064 CHF | 354,912 CHF | 100.00% | 100.00% |
12/07/2024 | 1.12% | 0.87 CHF | 0.88 CHF | 380,000 | 380,000 | 379,554 | 379,554 | 337,509 CHF | 341,305 CHF | 100.00% | 100.00% |
11/07/2024 | 1.10% | 0.90 CHF | 0.91 CHF | 390,000 | 390,000 | 385,141 | 385,141 | 350,331 CHF | 354,185 CHF | 100.00% | 100.00% |
10/07/2024 | 1.00% | 0.96 CHF | 0.97 CHF | 390,000 | 390,000 | 399,252 | 399,252 | 395,702 CHF | 399,694 CHF | 100.00% | 100.00% |
09/07/2024 | 1.00% | 1.01 CHF | 1.02 CHF | 400,000 | 400,000 | 398,346 | 398,346 | 395,824 CHF | 399,808 CHF | 99.74% | 99.74% |
08/07/2024 | 1.06% | 0.95 CHF | 0.96 CHF | 390,000 | 390,000 | 389,325 | 389,325 | 365,474 CHF | 369,368 CHF | 99.32% | 99.32% |
05/07/2024 | 1.08% | 0.95 CHF | 0.96 CHF | 390,000 | 390,000 | 388,724 | 388,724 | 357,739 CHF | 361,627 CHF | 100.00% | 100.00% |
04/07/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 390,000 | 390,000 | 388,462 | 388,462 | 366,789 CHF | 370,674 CHF | 99.66% | 99.66% |
03/07/2024 | 1.05% | 0.94 CHF | 0.95 CHF | 390,000 | 390,000 | 391,141 | 391,141 | 371,114 CHF | 375,026 CHF | 100.00% | 100.00% |
02/07/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 400,000 | 400,000 | 400,829 | 400,829 | 394,609 CHF | 398,617 CHF | 99.38% | 99.38% |