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 | 0.69% | 1.50 CHF | 1.51 CHF | 310,000 | 310,000 | 137,943 | 137,943 | 205,212 CHF | 206,594 CHF | 100.00% | 100.00% |
12/07/2024 | 0.69% | 1.47 CHF | 1.48 CHF | 300,000 | 300,000 | 136,217 | 136,217 | 200,748 CHF | 202,113 CHF | 100.00% | 100.00% |
11/07/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 305,000 | 305,000 | 137,204 | 137,204 | 204,157 CHF | 205,532 CHF | 99.81% | 99.81% |
10/07/2024 | 0.68% | 1.51 CHF | 1.52 CHF | 310,000 | 310,000 | 137,723 | 137,723 | 207,003 CHF | 208,383 CHF | 100.00% | 100.00% |
09/07/2024 | 0.69% | 1.48 CHF | 1.49 CHF | 300,000 | 300,000 | 138,727 | 138,727 | 205,265 CHF | 206,655 CHF | 95.80% | 95.80% |
08/07/2024 | 0.70% | 1.48 CHF | 1.49 CHF | 305,000 | 305,000 | 133,334 | 133,334 | 193,714 CHF | 195,050 CHF | 100.00% | 100.00% |
05/07/2024 | 0.70% | 1.45 CHF | 1.46 CHF | 295,000 | 295,000 | 131,725 | 131,725 | 190,615 CHF | 191,934 CHF | 99.70% | 99.70% |
04/07/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 118,000 | 118,000 | 94,273 | 94,273 | 136,712 CHF | 137,655 CHF | 99.81% | 99.81% |
03/07/2024 | 0.70% | 1.46 CHF | 1.47 CHF | 295,000 | 295,000 | 131,106 | 131,106 | 189,653 CHF | 190,966 CHF | 100.00% | 100.00% |
02/07/2024 | 0.71% | 1.44 CHF | 1.45 CHF | 290,000 | 290,000 | 130,227 | 130,227 | 187,738 CHF | 189,043 CHF | 100.00% | 100.00% |