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 | 0.54% | 1.90 CHF | 1.91 CHF | 310,000 | 310,000 | 137,953 | 137,953 | 260,481 CHF | 261,863 CHF | 99.99% | 99.99% |
12/07/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 300,000 | 300,000 | 135,133 | 135,133 | 253,312 CHF | 254,666 CHF | 99.35% | 99.35% |
11/07/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 305,000 | 305,000 | 136,563 | 136,563 | 257,833 CHF | 259,202 CHF | 99.01% | 99.01% |
10/07/2024 | 0.54% | 1.92 CHF | 1.93 CHF | 310,000 | 310,000 | 136,820 | 136,820 | 260,794 CHF | 262,165 CHF | 99.47% | 99.47% |
09/07/2024 | 0.54% | 1.88 CHF | 1.89 CHF | 300,000 | 300,000 | 138,266 | 138,266 | 260,417 CHF | 261,802 CHF | 94.30% | 94.30% |
08/07/2024 | 0.55% | 1.88 CHF | 1.89 CHF | 305,000 | 305,000 | 133,337 | 133,337 | 247,135 CHF | 248,470 CHF | 100.00% | 100.00% |
05/07/2024 | 0.55% | 1.85 CHF | 1.86 CHF | 295,000 | 295,000 | 131,729 | 131,729 | 243,567 CHF | 244,886 CHF | 99.70% | 99.70% |
04/07/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 118,000 | 118,000 | 94,260 | 94,260 | 174,533 CHF | 175,476 CHF | 99.81% | 99.81% |
03/07/2024 | 0.55% | 1.86 CHF | 1.87 CHF | 295,000 | 295,000 | 131,112 | 131,112 | 242,904 CHF | 244,217 CHF | 100.00% | 100.00% |
02/07/2024 | 0.55% | 1.85 CHF | 1.86 CHF | 290,000 | 290,000 | 130,214 | 130,214 | 240,454 CHF | 241,759 CHF | 99.99% | 99.99% |