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 | 0.66% | 1.50 CHF | 1.51 CHF | 280,000 | 280,000 | 279,238 | 279,238 | 421,960 CHF | 424,753 CHF | 100.00% | 100.00% |
12/07/2024 | 0.68% | 1.56 CHF | 1.57 CHF | 280,000 | 280,000 | 283,001 | 283,001 | 417,440 CHF | 420,270 CHF | 100.00% | 100.00% |
11/07/2024 | 0.71% | 1.44 CHF | 1.45 CHF | 290,000 | 290,000 | 288,504 | 288,504 | 407,252 CHF | 410,138 CHF | 99.97% | 99.97% |
10/07/2024 | 0.73% | 1.40 CHF | 1.41 CHF | 290,000 | 290,000 | 292,818 | 292,818 | 399,371 CHF | 402,299 CHF | 100.00% | 100.00% |
09/07/2024 | 0.73% | 1.32 CHF | 1.33 CHF | 300,000 | 300,000 | 292,855 | 292,855 | 399,369 CHF | 402,298 CHF | 99.76% | 99.76% |
08/07/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 290,000 | 290,000 | 288,795 | 288,795 | 410,694 CHF | 413,582 CHF | 99.27% | 99.27% |
05/07/2024 | 0.69% | 1.41 CHF | 1.42 CHF | 290,000 | 290,000 | 284,906 | 284,906 | 412,967 CHF | 415,816 CHF | 100.00% | 100.00% |
04/07/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 290,000 | 290,000 | 288,799 | 288,799 | 407,603 CHF | 410,491 CHF | 99.54% | 99.54% |
03/07/2024 | 0.72% | 1.41 CHF | 1.42 CHF | 290,000 | 290,000 | 290,662 | 290,662 | 403,607 CHF | 406,514 CHF | 100.00% | 100.00% |
02/07/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 295,000 | 295,000 | 293,783 | 293,783 | 401,974 CHF | 404,912 CHF | 100.00% | 100.00% |