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 | 0.82% | 1.26 CHF | 1.27 CHF | 310,000 | 310,000 | 137,971 | 137,971 | 172,150 CHF | 173,532 CHF | 100.00% | 100.00% |
12/07/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 300,000 | 300,000 | 136,227 | 136,227 | 168,049 CHF | 169,414 CHF | 100.00% | 100.00% |
11/07/2024 | 0.81% | 1.23 CHF | 1.24 CHF | 305,000 | 305,000 | 137,232 | 137,232 | 171,284 CHF | 172,660 CHF | 99.83% | 99.83% |
10/07/2024 | 0.81% | 1.27 CHF | 1.28 CHF | 310,000 | 310,000 | 137,728 | 137,728 | 173,694 CHF | 175,074 CHF | 100.00% | 100.00% |
09/07/2024 | 0.82% | 1.24 CHF | 1.25 CHF | 300,000 | 300,000 | 136,933 | 136,933 | 169,612 CHF | 170,984 CHF | 98.66% | 98.66% |
08/07/2024 | 0.84% | 1.24 CHF | 1.25 CHF | 305,000 | 305,000 | 133,337 | 133,337 | 161,664 CHF | 163,000 CHF | 100.00% | 100.00% |
05/07/2024 | 0.84% | 1.21 CHF | 1.22 CHF | 295,000 | 295,000 | 131,736 | 131,736 | 158,840 CHF | 160,160 CHF | 99.71% | 99.71% |
04/07/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 118,000 | 118,000 | 94,275 | 94,275 | 114,060 CHF | 115,003 CHF | 99.81% | 99.81% |
03/07/2024 | 0.85% | 1.21 CHF | 1.22 CHF | 295,000 | 295,000 | 131,109 | 131,109 | 158,028 CHF | 159,341 CHF | 100.00% | 100.00% |
02/07/2024 | 0.85% | 1.20 CHF | 1.21 CHF | 290,000 | 290,000 | 130,227 | 130,227 | 156,001 CHF | 157,306 CHF | 100.00% | 100.00% |