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 | 0.71% | 1.39 CHF | 1.40 CHF | 140,000 | 140,000 | 142,885 | 142,885 | 200,744 CHF | 202,172 CHF | 100.00% | 100.00% |
12/07/2024 | 0.71% | 1.37 CHF | 1.38 CHF | 140,000 | 140,000 | 141,565 | 141,565 | 197,857 CHF | 199,273 CHF | 100.00% | 100.00% |
11/07/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 140,000 | 140,000 | 139,878 | 139,878 | 192,603 CHF | 194,003 CHF | 99.81% | 99.81% |
10/07/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 140,000 | 140,000 | 137,948 | 137,948 | 185,525 CHF | 186,905 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 140,000 | 140,000 | 136,592 | 136,592 | 181,999 CHF | 183,365 CHF | 99.76% | 99.76% |
08/07/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 177,469 CHF | 178,823 CHF | 100.00% | 100.00% |
05/07/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 136,000 | 136,000 | 135,449 | 135,449 | 179,242 CHF | 180,596 CHF | 99.80% | 99.80% |
04/07/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 136,000 | 136,000 | 137,906 | 137,906 | 185,722 CHF | 187,101 CHF | 100.00% | 100.00% |
03/07/2024 | 0.73% | 1.34 CHF | 1.35 CHF | 136,000 | 136,000 | 139,184 | 139,184 | 189,560 CHF | 190,952 CHF | 100.00% | 100.00% |
02/07/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 144,000 | 144,000 | 143,406 | 143,406 | 200,266 CHF | 201,700 CHF | 100.00% | 100.00% |