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 | 0.66% | 1.55 CHF | 1.56 CHF | 310,000 | 310,000 | 137,973 | 137,973 | 212,457 CHF | 213,839 CHF | 100.00% | 100.00% |
12/07/2024 | 0.67% | 1.52 CHF | 1.53 CHF | 300,000 | 300,000 | 136,223 | 136,223 | 208,084 CHF | 209,448 CHF | 100.00% | 100.00% |
11/07/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 305,000 | 305,000 | 137,238 | 137,238 | 211,337 CHF | 212,713 CHF | 99.81% | 99.81% |
10/07/2024 | 0.66% | 1.57 CHF | 1.58 CHF | 310,000 | 310,000 | 137,727 | 137,727 | 214,393 CHF | 215,773 CHF | 100.00% | 100.00% |
09/07/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 300,000 | 300,000 | 136,264 | 136,264 | 209,194 CHF | 210,559 CHF | 99.77% | 99.77% |
08/07/2024 | 0.68% | 1.53 CHF | 1.54 CHF | 305,000 | 305,000 | 133,336 | 133,336 | 200,617 CHF | 201,953 CHF | 100.00% | 100.00% |
05/07/2024 | 0.68% | 1.50 CHF | 1.51 CHF | 295,000 | 295,000 | 131,725 | 131,725 | 197,516 CHF | 198,836 CHF | 99.70% | 99.70% |
04/07/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 118,000 | 118,000 | 94,275 | 94,275 | 141,566 CHF | 142,509 CHF | 99.81% | 99.81% |
03/07/2024 | 0.68% | 1.51 CHF | 1.52 CHF | 295,000 | 295,000 | 131,109 | 131,109 | 196,798 CHF | 198,112 CHF | 100.00% | 100.00% |
02/07/2024 | 0.68% | 1.50 CHF | 1.51 CHF | 290,000 | 290,000 | 130,227 | 130,227 | 194,758 CHF | 196,063 CHF | 100.00% | 100.00% |