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 | 0.51% | 1.92 CHF | 1.93 CHF | 280,000 | 280,000 | 279,240 | 279,240 | 541,168 CHF | 543,960 CHF | 100.00% | 100.00% |
12/07/2024 | 0.52% | 1.99 CHF | 2.00 CHF | 280,000 | 280,000 | 283,002 | 283,002 | 538,253 CHF | 541,083 CHF | 100.00% | 100.00% |
11/07/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 290,000 | 290,000 | 288,402 | 288,402 | 530,038 CHF | 532,925 CHF | 100.00% | 100.00% |
10/07/2024 | 0.56% | 1.83 CHF | 1.84 CHF | 290,000 | 290,000 | 292,818 | 292,818 | 523,842 CHF | 526,770 CHF | 100.00% | 100.00% |
09/07/2024 | 0.56% | 1.75 CHF | 1.76 CHF | 300,000 | 300,000 | 292,844 | 292,844 | 523,887 CHF | 526,816 CHF | 99.71% | 99.71% |
08/07/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 290,000 | 290,000 | 288,795 | 288,795 | 533,319 CHF | 536,207 CHF | 99.29% | 99.29% |
05/07/2024 | 0.53% | 1.84 CHF | 1.85 CHF | 290,000 | 290,000 | 284,905 | 284,905 | 533,986 CHF | 536,835 CHF | 99.98% | 99.98% |
04/07/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 290,000 | 290,000 | 288,800 | 288,800 | 530,087 CHF | 532,975 CHF | 99.63% | 99.63% |
03/07/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 290,000 | 290,000 | 290,662 | 290,662 | 527,228 CHF | 530,134 CHF | 100.00% | 100.00% |
02/07/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 295,000 | 295,000 | 293,783 | 293,783 | 526,514 CHF | 529,452 CHF | 99.99% | 99.99% |