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 | 0.78% | 1.25 CHF | 1.26 CHF | 149,000 | 149,000 | 146,295 | 146,295 | 187,493 CHF | 188,956 CHF | 100.00% | 100.00% |
12/07/2024 | 0.78% | 1.30 CHF | 1.31 CHF | 145,000 | 145,000 | 146,079 | 146,079 | 187,406 CHF | 188,867 CHF | 100.00% | 100.00% |
11/07/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 145,000 | 145,000 | 144,872 | 144,872 | 191,543 CHF | 192,993 CHF | 100.00% | 100.00% |
10/07/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 145,000 | 145,000 | 145,000 | 145,000 | 188,706 CHF | 190,156 CHF | 100.00% | 100.00% |
09/07/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 145,000 | 145,000 | 145,000 | 145,000 | 190,869 CHF | 192,319 CHF | 99.99% | 99.99% |
08/07/2024 | 0.73% | 1.34 CHF | 1.35 CHF | 145,000 | 145,000 | 144,921 | 144,921 | 197,300 CHF | 198,749 CHF | 100.00% | 100.00% |
05/07/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 145,000 | 145,000 | 142,392 | 142,392 | 196,653 CHF | 198,077 CHF | 100.00% | 100.00% |
04/07/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 145,000 | 145,000 | 145,000 | 145,000 | 191,466 CHF | 192,916 CHF | 100.00% | 100.00% |
03/07/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 145,000 | 145,000 | 145,000 | 145,000 | 195,962 CHF | 197,412 CHF | 100.00% | 100.00% |
02/07/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 145,000 | 145,000 | 145,056 | 145,056 | 187,766 CHF | 189,217 CHF | 100.00% | 100.00% |