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 | 0.73% | 1.41 CHF | 1.42 CHF | 310,000 | 310,000 | 137,942 | 137,942 | 192,601 CHF | 193,983 CHF | 100.00% | 100.00% |
12/07/2024 | 0.74% | 1.38 CHF | 1.39 CHF | 300,000 | 300,000 | 136,222 | 136,222 | 188,325 CHF | 189,690 CHF | 100.00% | 100.00% |
11/07/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 305,000 | 305,000 | 137,203 | 137,203 | 191,734 CHF | 193,109 CHF | 99.81% | 99.81% |
10/07/2024 | 0.72% | 1.42 CHF | 1.43 CHF | 310,000 | 310,000 | 137,726 | 137,726 | 194,293 CHF | 195,673 CHF | 100.00% | 100.00% |
09/07/2024 | 0.73% | 1.39 CHF | 1.40 CHF | 300,000 | 300,000 | 136,287 | 136,287 | 189,151 CHF | 190,517 CHF | 99.74% | 99.74% |
08/07/2024 | 0.75% | 1.39 CHF | 1.40 CHF | 305,000 | 305,000 | 133,331 | 133,331 | 181,547 CHF | 182,883 CHF | 100.00% | 100.00% |
05/07/2024 | 0.75% | 1.36 CHF | 1.37 CHF | 295,000 | 295,000 | 131,731 | 131,731 | 178,388 CHF | 179,708 CHF | 99.71% | 99.71% |
04/07/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 118,000 | 118,000 | 94,273 | 94,273 | 128,188 CHF | 129,131 CHF | 99.81% | 99.81% |
03/07/2024 | 0.75% | 1.36 CHF | 1.37 CHF | 295,000 | 295,000 | 131,109 | 131,109 | 177,673 CHF | 178,987 CHF | 100.00% | 100.00% |
02/07/2024 | 0.76% | 1.35 CHF | 1.36 CHF | 290,000 | 290,000 | 130,226 | 130,226 | 175,544 CHF | 176,848 CHF | 100.00% | 100.00% |