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 | 1.27% | 0.81 CHF | 0.82 CHF | 435,000 | 435,000 | 193,344 | 193,344 | 155,413 CHF | 157,350 CHF | 99.97% | 99.97% |
12/07/2024 | 1.26% | 0.80 CHF | 0.81 CHF | 430,000 | 430,000 | 193,144 | 193,144 | 155,491 CHF | 157,426 CHF | 100.00% | 100.00% |
11/07/2024 | 1.27% | 0.80 CHF | 0.81 CHF | 430,000 | 430,000 | 191,864 | 191,864 | 154,277 CHF | 156,208 CHF | 100.00% | 100.00% |
10/07/2024 | 1.25% | 0.82 CHF | 0.83 CHF | 430,000 | 430,000 | 192,606 | 192,606 | 156,469 CHF | 158,399 CHF | 100.00% | 100.00% |
09/07/2024 | 1.26% | 0.81 CHF | 0.82 CHF | 430,000 | 430,000 | 193,084 | 193,084 | 155,886 CHF | 157,820 CHF | 100.00% | 100.00% |
08/07/2024 | 1.28% | 0.80 CHF | 0.81 CHF | 430,000 | 430,000 | 192,502 | 192,502 | 152,900 CHF | 154,828 CHF | 100.00% | 100.00% |
05/07/2024 | 1.28% | 0.80 CHF | 0.81 CHF | 425,000 | 425,000 | 190,039 | 190,039 | 151,143 CHF | 153,047 CHF | 99.82% | 99.82% |
04/07/2024 | 1.26% | 0.79 CHF | 0.80 CHF | 170,000 | 170,000 | 135,949 | 135,949 | 107,413 CHF | 108,772 CHF | 99.44% | 99.44% |
03/07/2024 | 1.27% | 0.79 CHF | 0.80 CHF | 420,000 | 420,000 | 189,486 | 189,486 | 150,914 CHF | 152,812 CHF | 99.97% | 99.97% |
02/07/2024 | 1.26% | 0.82 CHF | 0.83 CHF | 430,000 | 430,000 | 185,834 | 185,834 | 150,642 CHF | 152,504 CHF | 99.99% | 99.99% |