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% | 0.83 CHF | 0.84 CHF | 390,000 | 390,000 | 384,856 | 384,856 | 313,440 CHF | 317,288 CHF | 100.00% | 100.00% |
12/07/2024 | 1.26% | 0.77 CHF | 0.78 CHF | 380,000 | 380,000 | 379,554 | 379,554 | 300,453 CHF | 304,248 CHF | 100.00% | 100.00% |
11/07/2024 | 1.23% | 0.81 CHF | 0.82 CHF | 390,000 | 390,000 | 385,146 | 385,146 | 312,789 CHF | 316,643 CHF | 99.98% | 99.98% |
10/07/2024 | 1.11% | 0.86 CHF | 0.87 CHF | 390,000 | 390,000 | 399,252 | 399,252 | 357,084 CHF | 361,076 CHF | 100.00% | 100.00% |
09/07/2024 | 1.11% | 0.92 CHF | 0.93 CHF | 400,000 | 400,000 | 398,346 | 398,346 | 357,216 CHF | 361,200 CHF | 99.73% | 99.73% |
08/07/2024 | 1.18% | 0.85 CHF | 0.86 CHF | 390,000 | 390,000 | 389,325 | 389,325 | 327,830 CHF | 331,723 CHF | 99.32% | 99.32% |
05/07/2024 | 1.21% | 0.85 CHF | 0.86 CHF | 390,000 | 390,000 | 388,725 | 388,725 | 320,243 CHF | 324,130 CHF | 100.00% | 100.00% |
04/07/2024 | 1.17% | 0.85 CHF | 0.86 CHF | 390,000 | 390,000 | 388,461 | 388,461 | 329,003 CHF | 332,888 CHF | 99.57% | 99.57% |
03/07/2024 | 1.17% | 0.84 CHF | 0.85 CHF | 390,000 | 390,000 | 391,140 | 391,140 | 333,008 CHF | 336,920 CHF | 100.00% | 100.00% |
02/07/2024 | 1.12% | 0.87 CHF | 0.88 CHF | 400,000 | 400,000 | 400,829 | 400,829 | 355,928 CHF | 359,936 CHF | 99.38% | 99.38% |