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 | 0.58% | 1.76 CHF | 1.77 CHF | 355,000 | 355,000 | 197,750 | 197,750 | 344,602 CHF | 346,583 CHF | 97.65% | 97.65% |
12/07/2024 | 0.62% | 1.70 CHF | 1.71 CHF | 360,000 | 360,000 | 201,075 | 201,075 | 331,285 CHF | 333,300 CHF | 99.99% | 99.99% |
11/07/2024 | 0.61% | 1.61 CHF | 1.62 CHF | 370,000 | 370,000 | 198,834 | 198,834 | 335,080 CHF | 337,081 CHF | 100.00% | 100.00% |
10/07/2024 | 0.61% | 1.68 CHF | 1.69 CHF | 360,000 | 360,000 | 199,965 | 199,965 | 333,108 CHF | 335,114 CHF | 99.89% | 99.89% |
09/07/2024 | 0.62% | 1.63 CHF | 1.64 CHF | 365,000 | 365,000 | 201,761 | 201,761 | 328,867 CHF | 330,888 CHF | 99.43% | 99.43% |
08/07/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 370,000 | 370,000 | 204,118 | 204,118 | 326,495 CHF | 328,541 CHF | 99.99% | 99.99% |
05/07/2024 | 0.67% | 1.57 CHF | 1.58 CHF | 370,000 | 370,000 | 206,068 | 206,068 | 316,653 CHF | 318,717 CHF | 99.35% | 99.35% |
04/07/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 188,000 | 188,000 | 167,863 | 167,863 | 253,972 CHF | 255,651 CHF | 71.51% | 71.51% |
03/07/2024 | 0.68% | 1.50 CHF | 1.51 CHF | 380,000 | 380,000 | 207,219 | 207,219 | 309,941 CHF | 312,017 CHF | 91.45% | 91.45% |
02/07/2024 | 0.71% | 1.50 CHF | 1.51 CHF | 380,000 | 380,000 | 211,332 | 211,332 | 305,486 CHF | 307,603 CHF | 100.00% | 100.00% |