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 | 1.20% | 0.82 CHF | 0.83 CHF | 270,000 | 270,000 | 270,000 | 270,000 | 223,690 CHF | 226,390 CHF | 99.92% | 99.92% |
12/07/2024 | 1.33% | 0.76 CHF | 0.77 CHF | 280,000 | 280,000 | 280,000 | 280,000 | 208,464 CHF | 211,264 CHF | 100.00% | 100.00% |
11/07/2024 | 1.23% | 0.78 CHF | 0.79 CHF | 280,000 | 280,000 | 280,000 | 280,000 | 225,667 CHF | 228,467 CHF | 99.91% | 99.91% |
10/07/2024 | 1.14% | 0.81 CHF | 0.82 CHF | 270,000 | 270,000 | 270,000 | 270,000 | 234,666 CHF | 237,366 CHF | 99.88% | 99.88% |
09/07/2024 | 1.22% | 0.80 CHF | 0.81 CHF | 280,000 | 280,000 | 279,016 | 279,016 | 228,683 CHF | 231,483 CHF | 99.72% | 99.72% |
08/07/2024 | 1.28% | 0.76 CHF | 0.77 CHF | 290,000 | 290,000 | 289,474 | 289,474 | 225,579 CHF | 228,479 CHF | 99.99% | 99.99% |
05/07/2024 | 1.47% | 0.65 CHF | 0.66 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 202,860 CHF | 205,860 CHF | 99.90% | 99.90% |
04/07/2024 | 1.39% | 0.68 CHF | 0.69 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 215,077 CHF | 218,077 CHF | 100.00% | 100.00% |
03/07/2024 | 1.30% | 0.76 CHF | 0.77 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 229,218 CHF | 232,218 CHF | 99.87% | 99.87% |
02/07/2024 | 1.36% | 0.75 CHF | 0.76 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 225,828 CHF | 228,928 CHF | 99.09% | 99.09% |