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 | 0.71% | 1.36 CHF | 1.37 CHF | 160,000 | 160,000 | 158,850 | 158,850 | 223,348 CHF | 224,936 CHF | 100.00% | 100.00% |
12/07/2024 | 0.71% | 1.43 CHF | 1.44 CHF | 158,000 | 158,000 | 159,628 | 159,628 | 224,239 CHF | 225,835 CHF | 99.99% | 99.99% |
11/07/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 160,000 | 160,000 | 159,956 | 159,956 | 218,837 CHF | 220,438 CHF | 99.84% | 99.84% |
10/07/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 160,000 | 160,000 | 161,983 | 161,983 | 217,325 CHF | 218,945 CHF | 100.00% | 100.00% |
09/07/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 162,000 | 162,000 | 160,616 | 160,616 | 218,135 CHF | 219,743 CHF | 99.73% | 99.73% |
08/07/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 162,000 | 162,000 | 161,474 | 161,474 | 217,315 CHF | 218,930 CHF | 100.00% | 100.00% |
05/07/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 162,000 | 162,000 | 161,782 | 161,782 | 217,727 CHF | 219,345 CHF | 99.81% | 99.81% |
04/07/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 162,000 | 162,000 | 161,416 | 161,416 | 218,099 CHF | 219,713 CHF | 100.00% | 100.00% |
03/07/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 162,000 | 162,000 | 162,000 | 162,000 | 215,356 CHF | 216,976 CHF | 100.00% | 100.00% |
02/07/2024 | 0.77% | 1.33 CHF | 1.34 CHF | 162,000 | 162,000 | 163,208 | 163,208 | 211,728 CHF | 213,360 CHF | 100.00% | 100.00% |