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 | 0.59% | 1.68 CHF | 1.69 CHF | 280,000 | 280,000 | 279,238 | 279,238 | 474,389 CHF | 477,182 CHF | 99.99% | 99.99% |
12/07/2024 | 0.60% | 1.75 CHF | 1.76 CHF | 280,000 | 280,000 | 283,001 | 283,001 | 470,762 CHF | 473,592 CHF | 100.00% | 100.00% |
11/07/2024 | 0.62% | 1.63 CHF | 1.64 CHF | 290,000 | 290,000 | 288,512 | 288,512 | 461,369 CHF | 464,256 CHF | 100.00% | 100.00% |
10/07/2024 | 0.64% | 1.59 CHF | 1.60 CHF | 290,000 | 290,000 | 292,818 | 292,818 | 454,104 CHF | 457,032 CHF | 100.00% | 100.00% |
09/07/2024 | 0.64% | 1.51 CHF | 1.52 CHF | 300,000 | 300,000 | 292,855 | 292,855 | 454,351 CHF | 457,280 CHF | 99.77% | 99.77% |
08/07/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 290,000 | 290,000 | 288,795 | 288,795 | 464,804 CHF | 467,692 CHF | 99.26% | 99.26% |
05/07/2024 | 0.61% | 1.60 CHF | 1.61 CHF | 290,000 | 290,000 | 284,906 | 284,906 | 466,320 CHF | 469,169 CHF | 100.00% | 100.00% |
04/07/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 290,000 | 290,000 | 288,799 | 288,799 | 461,481 CHF | 464,369 CHF | 99.54% | 99.54% |
03/07/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 290,000 | 290,000 | 290,662 | 290,662 | 457,969 CHF | 460,876 CHF | 100.00% | 100.00% |
02/07/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 295,000 | 295,000 | 293,784 | 293,784 | 456,816 CHF | 459,753 CHF | 100.00% | 100.00% |