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 | 0.92% | 1.12 CHF | 1.13 CHF | 310,000 | 310,000 | 137,942 | 137,942 | 152,714 CHF | 154,095 CHF | 100.00% | 100.00% |
12/07/2024 | 0.93% | 1.09 CHF | 1.10 CHF | 300,000 | 300,000 | 136,223 | 136,223 | 148,897 CHF | 150,261 CHF | 100.00% | 100.00% |
11/07/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 305,000 | 305,000 | 137,229 | 137,229 | 152,001 CHF | 153,376 CHF | 99.83% | 99.83% |
10/07/2024 | 0.91% | 1.13 CHF | 1.14 CHF | 310,000 | 310,000 | 137,730 | 137,730 | 154,300 CHF | 155,680 CHF | 100.00% | 100.00% |
09/07/2024 | 0.92% | 1.10 CHF | 1.11 CHF | 300,000 | 300,000 | 136,284 | 136,284 | 149,607 CHF | 150,972 CHF | 99.74% | 99.74% |
08/07/2024 | 0.95% | 1.10 CHF | 1.11 CHF | 305,000 | 305,000 | 133,334 | 133,334 | 142,905 CHF | 144,240 CHF | 100.00% | 100.00% |
05/07/2024 | 0.96% | 1.07 CHF | 1.08 CHF | 295,000 | 295,000 | 131,737 | 131,737 | 140,141 CHF | 141,460 CHF | 99.71% | 99.71% |
04/07/2024 | 0.93% | 1.06 CHF | 1.07 CHF | 118,000 | 118,000 | 94,274 | 94,274 | 100,784 CHF | 101,726 CHF | 99.81% | 99.81% |
03/07/2024 | 0.96% | 1.07 CHF | 1.08 CHF | 295,000 | 295,000 | 131,109 | 131,109 | 139,588 CHF | 140,902 CHF | 100.00% | 100.00% |
02/07/2024 | 0.96% | 1.06 CHF | 1.07 CHF | 290,000 | 290,000 | 130,228 | 130,228 | 137,665 CHF | 138,970 CHF | 100.00% | 100.00% |