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 | 0.93% | 1.11 CHF | 1.12 CHF | 300,000 | 300,000 | 135,100 | 135,100 | 148,788 CHF | 150,141 CHF | 100.00% | 100.00% |
12/07/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 300,000 | 300,000 | 136,258 | 136,258 | 151,648 CHF | 153,013 CHF | 99.94% | 99.94% |
11/07/2024 | 0.90% | 1.13 CHF | 1.14 CHF | 305,000 | 305,000 | 137,510 | 137,510 | 155,855 CHF | 157,233 CHF | 99.84% | 99.84% |
10/07/2024 | 0.90% | 1.14 CHF | 1.15 CHF | 305,000 | 305,000 | 136,850 | 136,850 | 155,019 CHF | 156,390 CHF | 100.00% | 100.00% |
09/07/2024 | 0.92% | 1.12 CHF | 1.13 CHF | 300,000 | 300,000 | 134,463 | 134,463 | 148,667 CHF | 150,014 CHF | 99.66% | 99.66% |
08/07/2024 | 0.95% | 1.09 CHF | 1.10 CHF | 295,000 | 295,000 | 132,099 | 132,099 | 141,978 CHF | 143,301 CHF | 100.00% | 100.00% |
05/07/2024 | 0.95% | 1.08 CHF | 1.09 CHF | 295,000 | 295,000 | 130,763 | 130,763 | 140,710 CHF | 142,020 CHF | 99.81% | 99.81% |
04/07/2024 | 0.93% | 1.07 CHF | 1.08 CHF | 116,000 | 116,000 | 93,153 | 93,153 | 99,722 CHF | 100,654 CHF | 99.98% | 99.98% |
03/07/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 290,000 | 290,000 | 130,006 | 130,006 | 138,873 CHF | 140,175 CHF | 99.98% | 99.98% |
02/07/2024 | 0.95% | 1.07 CHF | 1.08 CHF | 290,000 | 290,000 | 128,882 | 128,882 | 137,378 CHF | 138,670 CHF | 100.00% | 100.00% |