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 | 0.67% | 1.49 CHF | 1.50 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 193,671 CHF | 194,971 CHF | 100.00% | 100.00% |
12/07/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 193,674 CHF | 194,974 CHF | 100.00% | 100.00% |
11/07/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 130,000 | 130,000 | 129,886 | 129,886 | 195,760 CHF | 197,060 CHF | 100.00% | 100.00% |
10/07/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 130,000 | 130,000 | 131,475 | 131,475 | 201,136 CHF | 202,451 CHF | 100.00% | 100.00% |
09/07/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 140,000 | 140,000 | 134,760 | 134,760 | 207,279 CHF | 208,627 CHF | 99.99% | 99.99% |
08/07/2024 | 0.68% | 1.49 CHF | 1.50 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 190,173 CHF | 191,473 CHF | 99.99% | 99.99% |
05/07/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 192,685 CHF | 193,985 CHF | 100.00% | 100.00% |
04/07/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 192,143 CHF | 193,443 CHF | 100.00% | 100.00% |
03/07/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 130,000 | 130,000 | 130,129 | 130,129 | 198,278 CHF | 199,579 CHF | 100.00% | 100.00% |
02/07/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 220,835 CHF | 222,235 CHF | 100.00% | 100.00% |