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 | 0.94% | 1.64 CHF | 1.65 CHF | 240,000 | 240,000 | 107,277 | 107,277 | 174,454 CHF | 175,848 CHF | 99.99% | 99.99% |
12/07/2024 | 0.97% | 1.65 CHF | 1.66 CHF | 240,000 | 240,000 | 107,376 | 107,376 | 172,744 CHF | 174,138 CHF | 100.00% | 100.00% |
11/07/2024 | 1.01% | 1.56 CHF | 1.57 CHF | 240,000 | 240,000 | 106,909 | 106,909 | 165,988 CHF | 167,382 CHF | 100.00% | 100.00% |
10/07/2024 | 1.03% | 1.51 CHF | 1.52 CHF | 240,000 | 240,000 | 107,362 | 107,362 | 162,446 CHF | 163,841 CHF | 100.00% | 100.00% |
09/07/2024 | 1.01% | 1.52 CHF | 1.53 CHF | 240,000 | 240,000 | 107,364 | 107,364 | 163,489 CHF | 164,883 CHF | 100.00% | 100.00% |
08/07/2024 | 0.99% | 1.55 CHF | 1.56 CHF | 240,000 | 240,000 | 107,380 | 107,380 | 167,902 CHF | 169,296 CHF | 99.99% | 99.99% |
05/07/2024 | 0.98% | 1.57 CHF | 1.58 CHF | 240,000 | 240,000 | 107,070 | 107,070 | 168,367 CHF | 169,760 CHF | 99.70% | 99.70% |
04/07/2024 | 0.96% | 1.59 CHF | 1.60 CHF | 96,000 | 96,000 | 76,588 | 76,588 | 122,171 CHF | 123,259 CHF | 98.81% | 98.81% |
03/07/2024 | 0.95% | 1.64 CHF | 1.65 CHF | 230,000 | 230,000 | 104,401 | 104,401 | 169,468 CHF | 170,821 CHF | 99.37% | 99.37% |
02/07/2024 | 0.95% | 1.62 CHF | 1.63 CHF | 230,000 | 230,000 | 103,124 | 103,124 | 168,502 CHF | 169,844 CHF | 100.00% | 100.00% |