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 | 0.57% | 1.76 CHF | 1.77 CHF | 235,000 | 235,000 | 234,826 | 234,826 | 412,660 CHF | 415,008 CHF | 100.00% | 100.00% |
12/07/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 235,000 | 235,000 | 236,277 | 236,277 | 414,912 CHF | 417,275 CHF | 100.00% | 100.00% |
11/07/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 240,000 | 240,000 | 238,779 | 238,779 | 423,232 CHF | 425,622 CHF | 100.00% | 100.00% |
10/07/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 240,000 | 240,000 | 241,798 | 241,798 | 433,940 CHF | 436,358 CHF | 100.00% | 100.00% |
09/07/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 240,000 | 240,000 | 239,380 | 239,380 | 425,956 CHF | 428,350 CHF | 100.00% | 100.00% |
08/07/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 240,000 | 240,000 | 239,010 | 239,010 | 423,087 CHF | 425,477 CHF | 100.00% | 100.00% |
05/07/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 240,000 | 240,000 | 238,561 | 238,561 | 419,305 CHF | 421,691 CHF | 99.81% | 99.81% |
04/07/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 240,000 | 240,000 | 238,845 | 238,845 | 420,609 CHF | 422,997 CHF | 99.49% | 99.49% |
03/07/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 240,000 | 240,000 | 239,004 | 239,004 | 424,126 CHF | 426,516 CHF | 99.35% | 99.35% |
02/07/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 245,000 | 245,000 | 243,987 | 243,987 | 439,596 CHF | 442,036 CHF | 100.00% | 100.00% |