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 | 0.67% | 1.47 CHF | 1.48 CHF | 280,000 | 280,000 | 279,240 | 279,240 | 414,583 CHF | 417,376 CHF | 99.95% | 99.95% |
12/07/2024 | 0.69% | 1.53 CHF | 1.54 CHF | 280,000 | 280,000 | 283,000 | 283,000 | 409,885 CHF | 412,715 CHF | 99.96% | 99.96% |
11/07/2024 | 0.72% | 1.41 CHF | 1.42 CHF | 290,000 | 290,000 | 288,514 | 288,514 | 399,801 CHF | 402,688 CHF | 99.96% | 99.96% |
10/07/2024 | 0.74% | 1.37 CHF | 1.38 CHF | 290,000 | 290,000 | 292,818 | 292,818 | 391,688 CHF | 394,616 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 1.29 CHF | 1.30 CHF | 300,000 | 300,000 | 292,899 | 292,899 | 391,678 CHF | 394,607 CHF | 99.66% | 99.66% |
08/07/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 290,000 | 290,000 | 288,796 | 288,796 | 402,996 CHF | 405,884 CHF | 99.32% | 99.32% |
05/07/2024 | 0.70% | 1.39 CHF | 1.40 CHF | 290,000 | 290,000 | 284,905 | 284,905 | 405,395 CHF | 408,244 CHF | 99.98% | 99.98% |
04/07/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 290,000 | 290,000 | 288,799 | 288,799 | 399,820 CHF | 402,708 CHF | 99.57% | 99.57% |
03/07/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 290,000 | 290,000 | 290,662 | 290,662 | 396,086 CHF | 398,992 CHF | 100.00% | 100.00% |
02/07/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 295,000 | 295,000 | 293,783 | 293,783 | 394,315 CHF | 397,252 CHF | 99.97% | 99.97% |