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 | 0.78% | 1.32 CHF | 1.33 CHF | 310,000 | 310,000 | 137,944 | 137,944 | 181,544 CHF | 182,926 CHF | 100.00% | 100.00% |
12/07/2024 | 0.78% | 1.30 CHF | 1.31 CHF | 300,000 | 300,000 | 136,196 | 136,196 | 177,340 CHF | 178,704 CHF | 99.98% | 99.98% |
11/07/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 305,000 | 305,000 | 137,228 | 137,228 | 180,692 CHF | 182,067 CHF | 99.82% | 99.82% |
10/07/2024 | 0.77% | 1.34 CHF | 1.35 CHF | 310,000 | 310,000 | 137,730 | 137,730 | 183,220 CHF | 184,599 CHF | 100.00% | 100.00% |
09/07/2024 | 0.78% | 1.31 CHF | 1.32 CHF | 300,000 | 300,000 | 136,264 | 136,264 | 178,158 CHF | 179,523 CHF | 99.77% | 99.77% |
08/07/2024 | 0.80% | 1.31 CHF | 1.32 CHF | 305,000 | 305,000 | 133,333 | 133,333 | 170,809 CHF | 172,145 CHF | 100.00% | 100.00% |
05/07/2024 | 0.80% | 1.28 CHF | 1.29 CHF | 295,000 | 295,000 | 131,730 | 131,730 | 167,753 CHF | 169,073 CHF | 99.70% | 99.70% |
04/07/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 118,000 | 118,000 | 94,274 | 94,274 | 120,544 CHF | 121,487 CHF | 99.81% | 99.81% |
03/07/2024 | 0.80% | 1.28 CHF | 1.29 CHF | 295,000 | 295,000 | 131,108 | 131,108 | 167,117 CHF | 168,430 CHF | 100.00% | 100.00% |
02/07/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 290,000 | 290,000 | 130,212 | 130,212 | 165,019 CHF | 166,323 CHF | 99.99% | 99.99% |