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 | 1.41% | 0.72 CHF | 0.73 CHF | 550,000 | 550,000 | 246,286 | 246,286 | 177,408 CHF | 179,877 CHF | 100.00% | 100.00% |
12/07/2024 | 1.47% | 0.69 CHF | 0.70 CHF | 550,000 | 550,000 | 228,732 | 228,732 | 157,390 CHF | 159,682 CHF | 99.90% | 99.90% |
11/07/2024 | 1.38% | 0.72 CHF | 0.73 CHF | 550,000 | 550,000 | 246,319 | 246,319 | 179,683 CHF | 182,152 CHF | 99.99% | 99.99% |
10/07/2024 | 1.32% | 0.76 CHF | 0.77 CHF | 550,000 | 550,000 | 246,405 | 246,405 | 188,863 CHF | 191,332 CHF | 100.00% | 100.00% |
09/07/2024 | 1.28% | 0.77 CHF | 0.78 CHF | 550,000 | 550,000 | 246,305 | 246,305 | 195,113 CHF | 197,580 CHF | 100.00% | 100.00% |
08/07/2024 | 1.26% | 0.81 CHF | 0.82 CHF | 550,000 | 550,000 | 246,316 | 246,316 | 198,197 CHF | 200,665 CHF | 100.00% | 100.00% |
05/07/2024 | 1.29% | 0.80 CHF | 0.81 CHF | 550,000 | 550,000 | 245,984 | 245,984 | 194,360 CHF | 196,827 CHF | 99.90% | 99.90% |
04/07/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 220,000 | 220,000 | 176,422 | 176,422 | 137,609 CHF | 139,373 CHF | 100.00% | 100.00% |
03/07/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 550,000 | 550,000 | 246,298 | 246,298 | 194,758 CHF | 197,226 CHF | 100.00% | 100.00% |
02/07/2024 | 1.22% | 0.82 CHF | 0.83 CHF | 550,000 | 550,000 | 246,741 | 246,741 | 204,925 CHF | 207,397 CHF | 100.00% | 100.00% |