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 | 0.73% | 1.37 CHF | 1.38 CHF | 235,000 | 235,000 | 234,825 | 234,825 | 321,589 CHF | 323,937 CHF | 99.64% | 99.64% |
12/07/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 235,000 | 235,000 | 236,273 | 236,273 | 323,513 CHF | 325,875 CHF | 100.00% | 100.00% |
11/07/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 240,000 | 240,000 | 238,887 | 238,887 | 331,017 CHF | 333,407 CHF | 99.99% | 99.99% |
10/07/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 240,000 | 240,000 | 241,797 | 241,797 | 340,613 CHF | 343,031 CHF | 100.00% | 100.00% |
09/07/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 240,000 | 240,000 | 239,382 | 239,382 | 333,869 CHF | 336,262 CHF | 100.00% | 100.00% |
08/07/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 240,000 | 240,000 | 239,010 | 239,010 | 330,711 CHF | 333,101 CHF | 100.00% | 100.00% |
05/07/2024 | 0.73% | 1.39 CHF | 1.40 CHF | 240,000 | 240,000 | 238,562 | 238,562 | 327,238 CHF | 329,623 CHF | 99.81% | 99.81% |
04/07/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 240,000 | 240,000 | 238,834 | 238,834 | 328,547 CHF | 330,935 CHF | 96.92% | 96.92% |
03/07/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 240,000 | 240,000 | 238,973 | 238,973 | 331,951 CHF | 334,341 CHF | 96.39% | 96.39% |
02/07/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 245,000 | 245,000 | 243,988 | 243,988 | 345,620 CHF | 348,060 CHF | 100.00% | 100.00% |