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 | 0.61% | 1.65 CHF | 1.66 CHF | 215,000 | 215,000 | 214,114 | 214,114 | 352,149 CHF | 354,290 CHF | 100.00% | 100.00% |
12/07/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 355,261 CHF | 357,402 CHF | 99.94% | 99.94% |
11/07/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 215,000 | 215,000 | 213,990 | 213,990 | 350,459 CHF | 352,600 CHF | 99.99% | 99.99% |
10/07/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 215,000 | 215,000 | 214,124 | 214,124 | 350,234 CHF | 352,375 CHF | 99.87% | 99.87% |
09/07/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 220,000 | 220,000 | 216,033 | 216,033 | 348,788 CHF | 350,948 CHF | 99.86% | 99.86% |
08/07/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 356,013 CHF | 358,154 CHF | 99.96% | 99.96% |
05/07/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 215,000 | 215,000 | 214,110 | 214,110 | 353,514 CHF | 355,655 CHF | 99.61% | 99.61% |
04/07/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 215,000 | 215,000 | 214,113 | 214,113 | 350,683 CHF | 352,825 CHF | 100.00% | 100.00% |
03/07/2024 | 0.62% | 1.63 CHF | 1.64 CHF | 215,000 | 215,000 | 216,963 | 216,963 | 349,034 CHF | 351,204 CHF | 100.00% | 100.00% |
02/07/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 220,000 | 220,000 | 219,091 | 219,091 | 346,666 CHF | 348,856 CHF | 100.00% | 100.00% |