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 | 0.72% | 1.43 CHF | 1.44 CHF | 310,000 | 310,000 | 137,943 | 137,943 | 196,564 CHF | 197,946 CHF | 100.00% | 100.00% |
12/07/2024 | 0.72% | 1.41 CHF | 1.42 CHF | 300,000 | 300,000 | 136,238 | 136,238 | 192,279 CHF | 193,644 CHF | 100.00% | 100.00% |
11/07/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 305,000 | 305,000 | 137,171 | 137,171 | 195,525 CHF | 196,900 CHF | 99.78% | 99.78% |
10/07/2024 | 0.71% | 1.45 CHF | 1.46 CHF | 310,000 | 310,000 | 137,727 | 137,727 | 198,111 CHF | 199,490 CHF | 100.00% | 100.00% |
09/07/2024 | 0.72% | 1.42 CHF | 1.43 CHF | 300,000 | 300,000 | 136,267 | 136,267 | 193,095 CHF | 194,461 CHF | 99.77% | 99.77% |
08/07/2024 | 0.74% | 1.42 CHF | 1.43 CHF | 305,000 | 305,000 | 133,332 | 133,332 | 185,300 CHF | 186,635 CHF | 100.00% | 100.00% |
05/07/2024 | 0.74% | 1.38 CHF | 1.39 CHF | 295,000 | 295,000 | 131,721 | 131,721 | 182,089 CHF | 183,408 CHF | 99.70% | 99.70% |
04/07/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 118,000 | 118,000 | 94,273 | 94,273 | 130,724 CHF | 131,667 CHF | 99.81% | 99.81% |
03/07/2024 | 0.74% | 1.39 CHF | 1.40 CHF | 295,000 | 295,000 | 131,107 | 131,107 | 181,517 CHF | 182,830 CHF | 100.00% | 100.00% |
02/07/2024 | 0.74% | 1.38 CHF | 1.39 CHF | 290,000 | 290,000 | 130,211 | 130,211 | 179,335 CHF | 180,640 CHF | 99.99% | 99.99% |