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 | 0.55% | 1.88 CHF | 1.89 CHF | 355,000 | 355,000 | 197,807 | 197,807 | 367,697 CHF | 369,679 CHF | 97.56% | 97.56% |
12/07/2024 | 0.58% | 1.81 CHF | 1.82 CHF | 360,000 | 360,000 | 201,054 | 201,054 | 354,766 CHF | 356,781 CHF | 99.98% | 99.98% |
11/07/2024 | 0.57% | 1.72 CHF | 1.73 CHF | 370,000 | 370,000 | 198,779 | 198,779 | 358,221 CHF | 360,223 CHF | 100.00% | 100.00% |
10/07/2024 | 0.57% | 1.80 CHF | 1.81 CHF | 360,000 | 360,000 | 199,960 | 199,960 | 356,604 CHF | 358,610 CHF | 99.89% | 99.89% |
09/07/2024 | 0.58% | 1.74 CHF | 1.75 CHF | 365,000 | 365,000 | 201,755 | 201,755 | 352,117 CHF | 354,138 CHF | 99.43% | 99.43% |
08/07/2024 | 0.59% | 1.72 CHF | 1.73 CHF | 370,000 | 370,000 | 204,130 | 204,130 | 350,168 CHF | 352,215 CHF | 100.00% | 100.00% |
05/07/2024 | 0.62% | 1.69 CHF | 1.70 CHF | 370,000 | 370,000 | 206,049 | 206,049 | 340,477 CHF | 342,542 CHF | 99.34% | 99.34% |
04/07/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 188,000 | 188,000 | 168,917 | 168,917 | 275,261 CHF | 276,950 CHF | 93.44% | 93.44% |
03/07/2024 | 0.63% | 1.62 CHF | 1.63 CHF | 380,000 | 380,000 | 202,360 | 202,360 | 326,476 CHF | 328,502 CHF | 92.25% | 92.25% |
02/07/2024 | 0.65% | 1.62 CHF | 1.63 CHF | 380,000 | 380,000 | 211,335 | 211,335 | 330,323 CHF | 332,440 CHF | 100.00% | 100.00% |