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% | 1.43 CHF | 1.44 CHF | 140,000 | 140,000 | 142,885 | 142,885 | 206,137 CHF | 207,565 CHF | 100.00% | 100.00% |
12/07/2024 | 0.69% | 1.41 CHF | 1.42 CHF | 140,000 | 140,000 | 141,566 | 141,566 | 203,165 CHF | 204,581 CHF | 100.00% | 100.00% |
11/07/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 140,000 | 140,000 | 139,882 | 139,882 | 198,069 CHF | 199,469 CHF | 99.67% | 99.67% |
10/07/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 140,000 | 140,000 | 137,949 | 137,949 | 190,891 CHF | 192,270 CHF | 100.00% | 100.00% |
09/07/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 140,000 | 140,000 | 136,593 | 136,593 | 187,272 CHF | 188,638 CHF | 99.63% | 99.63% |
08/07/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 182,688 CHF | 184,043 CHF | 100.00% | 100.00% |
05/07/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 136,000 | 136,000 | 135,449 | 135,449 | 184,567 CHF | 185,921 CHF | 99.81% | 99.81% |
04/07/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 136,000 | 136,000 | 137,906 | 137,906 | 190,896 CHF | 192,275 CHF | 100.00% | 100.00% |
03/07/2024 | 0.71% | 1.38 CHF | 1.39 CHF | 136,000 | 136,000 | 139,184 | 139,184 | 194,961 CHF | 196,353 CHF | 99.99% | 99.99% |
02/07/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 144,000 | 144,000 | 143,406 | 143,406 | 205,752 CHF | 207,186 CHF | 100.00% | 100.00% |