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 | 0.59% | 1.70 CHF | 1.71 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 219,871 CHF | 221,171 CHF | 100.00% | 100.00% |
12/07/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 219,644 CHF | 220,944 CHF | 100.00% | 100.00% |
11/07/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 130,000 | 130,000 | 129,886 | 129,886 | 216,490 CHF | 217,790 CHF | 100.00% | 100.00% |
10/07/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 130,000 | 130,000 | 131,475 | 131,475 | 215,342 CHF | 216,657 CHF | 100.00% | 100.00% |
09/07/2024 | 0.61% | 1.61 CHF | 1.62 CHF | 140,000 | 140,000 | 134,762 | 134,762 | 219,342 CHF | 220,690 CHF | 100.00% | 100.00% |
08/07/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 221,469 CHF | 222,769 CHF | 100.00% | 100.00% |
05/07/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 219,704 CHF | 221,004 CHF | 99.99% | 99.99% |
04/07/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 220,244 CHF | 221,544 CHF | 100.00% | 100.00% |
03/07/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 130,000 | 130,000 | 130,129 | 130,129 | 214,223 CHF | 215,524 CHF | 100.00% | 100.00% |
02/07/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 221,501 CHF | 222,901 CHF | 100.00% | 100.00% |