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 | 0.64% | 1.60 CHF | 1.61 CHF | 310,000 | 310,000 | 137,941 | 137,941 | 220,121 CHF | 221,502 CHF | 100.00% | 100.00% |
12/07/2024 | 0.64% | 1.58 CHF | 1.59 CHF | 300,000 | 300,000 | 136,213 | 136,213 | 215,497 CHF | 216,862 CHF | 99.99% | 99.99% |
11/07/2024 | 0.64% | 1.58 CHF | 1.59 CHF | 305,000 | 305,000 | 137,230 | 137,230 | 219,152 CHF | 220,527 CHF | 99.82% | 99.82% |
10/07/2024 | 0.63% | 1.62 CHF | 1.63 CHF | 310,000 | 310,000 | 137,728 | 137,728 | 221,854 CHF | 223,234 CHF | 100.00% | 100.00% |
09/07/2024 | 0.64% | 1.59 CHF | 1.60 CHF | 300,000 | 300,000 | 136,292 | 136,292 | 216,438 CHF | 217,803 CHF | 99.73% | 99.73% |
08/07/2024 | 0.65% | 1.59 CHF | 1.60 CHF | 305,000 | 305,000 | 133,338 | 133,338 | 208,184 CHF | 209,520 CHF | 100.00% | 100.00% |
05/07/2024 | 0.66% | 1.56 CHF | 1.57 CHF | 295,000 | 295,000 | 131,730 | 131,730 | 204,799 CHF | 206,119 CHF | 99.70% | 99.70% |
04/07/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 118,000 | 118,000 | 94,275 | 94,275 | 147,054 CHF | 147,996 CHF | 99.81% | 99.81% |
03/07/2024 | 0.66% | 1.56 CHF | 1.57 CHF | 295,000 | 295,000 | 131,108 | 131,108 | 203,928 CHF | 205,241 CHF | 100.00% | 100.00% |
02/07/2024 | 0.66% | 1.55 CHF | 1.56 CHF | 290,000 | 290,000 | 130,228 | 130,228 | 201,838 CHF | 203,142 CHF | 100.00% | 100.00% |