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 | 0.83% | 1.20 CHF | 1.21 CHF | 290,000 | 290,000 | 290,000 | 290,000 | 347,061 CHF | 349,961 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 290,000 | 290,000 | 294,017 | 294,017 | 364,271 CHF | 367,211 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 300,000 | 300,000 | 299,834 | 299,834 | 378,934 CHF | 381,934 CHF | 99.99% | 99.99% |
10/07/2024 | 0.76% | 1.28 CHF | 1.29 CHF | 300,000 | 300,000 | 300,013 | 300,013 | 393,642 CHF | 396,642 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 310,000 | 310,000 | 305,573 | 305,573 | 405,018 CHF | 408,077 CHF | 99.74% | 99.74% |
08/07/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 416,733 CHF | 419,833 CHF | 99.32% | 99.32% |
05/07/2024 | 0.75% | 1.35 CHF | 1.36 CHF | 310,000 | 310,000 | 305,930 | 305,930 | 406,271 CHF | 409,330 CHF | 100.00% | 100.00% |
04/07/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 310,000 | 310,000 | 310,000 | 310,000 | 421,294 CHF | 424,394 CHF | 99.66% | 99.66% |
03/07/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 300,000 | 300,000 | 300,108 | 300,108 | 392,935 CHF | 395,936 CHF | 100.00% | 100.00% |
02/07/2024 | 0.76% | 1.29 CHF | 1.30 CHF | 300,000 | 300,000 | 300,000 | 300,000 | 390,678 CHF | 393,678 CHF | 100.00% | 100.00% |