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 | 0.83% | 1.15 CHF | 1.16 CHF | 160,000 | 160,000 | 158,850 | 158,850 | 190,092 CHF | 191,680 CHF | 100.00% | 100.00% |
12/07/2024 | 0.83% | 1.22 CHF | 1.23 CHF | 158,000 | 158,000 | 159,628 | 159,628 | 190,781 CHF | 192,377 CHF | 100.00% | 100.00% |
11/07/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 160,000 | 160,000 | 159,953 | 159,953 | 185,348 CHF | 186,949 CHF | 99.83% | 99.83% |
10/07/2024 | 0.88% | 1.15 CHF | 1.16 CHF | 160,000 | 160,000 | 161,983 | 161,983 | 183,407 CHF | 185,026 CHF | 100.00% | 100.00% |
09/07/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 162,000 | 162,000 | 160,614 | 160,614 | 184,533 CHF | 186,141 CHF | 99.78% | 99.78% |
08/07/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 162,000 | 162,000 | 161,474 | 161,474 | 183,429 CHF | 185,044 CHF | 100.00% | 100.00% |
05/07/2024 | 0.88% | 1.12 CHF | 1.13 CHF | 162,000 | 162,000 | 161,782 | 161,782 | 183,815 CHF | 185,433 CHF | 99.81% | 99.81% |
04/07/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 162,000 | 162,000 | 161,416 | 161,416 | 184,230 CHF | 185,844 CHF | 100.00% | 100.00% |
03/07/2024 | 0.89% | 1.13 CHF | 1.14 CHF | 162,000 | 162,000 | 162,000 | 162,000 | 181,421 CHF | 183,041 CHF | 100.00% | 100.00% |
02/07/2024 | 0.92% | 1.12 CHF | 1.13 CHF | 162,000 | 162,000 | 163,207 | 163,207 | 177,532 CHF | 179,164 CHF | 100.00% | 100.00% |