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 | 0.77% | 1.28 CHF | 1.29 CHF | 140,000 | 140,000 | 142,885 | 142,885 | 185,256 CHF | 186,685 CHF | 100.00% | 100.00% |
12/07/2024 | 0.77% | 1.26 CHF | 1.27 CHF | 140,000 | 140,000 | 141,565 | 141,565 | 182,678 CHF | 184,094 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 140,000 | 140,000 | 139,877 | 139,877 | 177,454 CHF | 178,853 CHF | 99.64% | 99.64% |
10/07/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 140,000 | 140,000 | 137,949 | 137,949 | 170,716 CHF | 172,095 CHF | 100.00% | 100.00% |
09/07/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 140,000 | 140,000 | 136,593 | 136,593 | 167,470 CHF | 168,836 CHF | 99.74% | 99.74% |
08/07/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 162,917 CHF | 164,271 CHF | 100.00% | 100.00% |
05/07/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 136,000 | 136,000 | 135,449 | 135,449 | 164,755 CHF | 166,110 CHF | 99.81% | 99.81% |
04/07/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 136,000 | 136,000 | 137,906 | 137,906 | 170,778 CHF | 172,157 CHF | 100.00% | 100.00% |
03/07/2024 | 0.79% | 1.24 CHF | 1.25 CHF | 136,000 | 136,000 | 139,184 | 139,184 | 174,428 CHF | 175,820 CHF | 100.00% | 100.00% |
02/07/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 144,000 | 144,000 | 143,406 | 143,406 | 184,790 CHF | 186,224 CHF | 100.00% | 100.00% |