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 | 0.54% | 1.97 CHF | 1.98 CHF | 375,000 | 375,000 | 387,666 | 387,666 | 721,409 CHF | 725,286 CHF | 100.00% | 100.00% |
12/07/2024 | 0.55% | 1.85 CHF | 1.86 CHF | 389,300 | 389,300 | 386,571 | 386,571 | 697,210 CHF | 701,076 CHF | 100.00% | 100.00% |
11/07/2024 | 0.58% | 1.90 CHF | 1.91 CHF | 386,200 | 386,200 | 410,385 | 410,385 | 712,267 CHF | 716,371 CHF | 100.00% | 100.00% |
10/07/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 413,600 | 413,600 | 430,778 | 430,778 | 714,228 CHF | 718,536 CHF | 100.00% | 100.00% |
09/07/2024 | 0.63% | 1.53 CHF | 1.54 CHF | 433,100 | 433,100 | 422,236 | 422,236 | 666,685 CHF | 670,912 CHF | 100.00% | 100.00% |
08/07/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 421,400 | 421,400 | 417,406 | 417,406 | 689,203 CHF | 693,377 CHF | 100.00% | 100.00% |
05/07/2024 | 0.61% | 1.71 CHF | 1.72 CHF | 417,000 | 417,000 | 438,837 | 438,837 | 716,759 CHF | 721,147 CHF | 100.00% | 100.00% |
04/07/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 441,500 | 441,500 | 437,973 | 437,973 | 691,888 CHF | 696,268 CHF | 100.00% | 100.00% |
03/07/2024 | 0.65% | 1.61 CHF | 1.62 CHF | 437,500 | 437,500 | 471,048 | 471,048 | 725,410 CHF | 730,120 CHF | 100.00% | 100.00% |
02/07/2024 | 0.70% | 1.45 CHF | 1.46 CHF | 475,400 | 475,400 | 478,236 | 478,236 | 685,157 CHF | 689,940 CHF | 99.99% | 99.99% |