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 | 0.75% | 1.33 CHF | 1.34 CHF | 235,000 | 235,000 | 234,827 | 234,827 | 312,551 CHF | 314,899 CHF | 100.00% | 100.00% |
12/07/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 235,000 | 235,000 | 236,273 | 236,273 | 314,648 CHF | 317,010 CHF | 100.00% | 100.00% |
11/07/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 240,000 | 240,000 | 238,883 | 238,883 | 321,813 CHF | 324,203 CHF | 100.00% | 100.00% |
10/07/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 240,000 | 240,000 | 241,798 | 241,798 | 331,419 CHF | 333,837 CHF | 100.00% | 100.00% |
09/07/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 240,000 | 240,000 | 239,380 | 239,380 | 324,797 CHF | 327,191 CHF | 100.00% | 100.00% |
08/07/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 240,000 | 240,000 | 239,010 | 239,010 | 321,654 CHF | 324,044 CHF | 100.00% | 100.00% |
05/07/2024 | 0.75% | 1.35 CHF | 1.36 CHF | 240,000 | 240,000 | 238,562 | 238,562 | 318,069 CHF | 320,455 CHF | 99.81% | 99.81% |
04/07/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 240,000 | 240,000 | 238,845 | 238,845 | 319,584 CHF | 321,973 CHF | 99.49% | 99.49% |
03/07/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 240,000 | 240,000 | 239,004 | 239,004 | 322,789 CHF | 325,179 CHF | 99.35% | 99.35% |
02/07/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 245,000 | 245,000 | 243,987 | 243,987 | 336,335 CHF | 338,775 CHF | 100.00% | 100.00% |