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 | 0.76% | 1.29 CHF | 1.30 CHF | 280,000 | 280,000 | 279,239 | 279,239 | 364,207 CHF | 367,000 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 1.35 CHF | 1.36 CHF | 280,000 | 280,000 | 283,001 | 283,001 | 358,940 CHF | 361,770 CHF | 100.00% | 100.00% |
11/07/2024 | 0.83% | 1.23 CHF | 1.24 CHF | 290,000 | 290,000 | 288,510 | 288,510 | 347,945 CHF | 350,832 CHF | 99.99% | 99.99% |
10/07/2024 | 0.86% | 1.19 CHF | 1.20 CHF | 290,000 | 290,000 | 292,818 | 292,818 | 339,270 CHF | 342,199 CHF | 100.00% | 100.00% |
09/07/2024 | 0.86% | 1.12 CHF | 1.13 CHF | 300,000 | 300,000 | 292,853 | 292,853 | 339,268 CHF | 342,197 CHF | 99.70% | 99.70% |
08/07/2024 | 0.82% | 1.21 CHF | 1.22 CHF | 290,000 | 290,000 | 288,795 | 288,795 | 351,432 CHF | 354,320 CHF | 99.28% | 99.28% |
05/07/2024 | 0.80% | 1.21 CHF | 1.22 CHF | 290,000 | 290,000 | 284,906 | 284,906 | 354,301 CHF | 357,150 CHF | 99.99% | 99.99% |
04/07/2024 | 0.83% | 1.22 CHF | 1.23 CHF | 290,000 | 290,000 | 288,799 | 288,799 | 348,113 CHF | 351,001 CHF | 99.57% | 99.57% |
03/07/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 290,000 | 290,000 | 290,662 | 290,662 | 344,140 CHF | 347,047 CHF | 100.00% | 100.00% |
02/07/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 295,000 | 295,000 | 293,783 | 293,783 | 341,936 CHF | 344,874 CHF | 99.98% | 99.98% |