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 | 1.36% | 0.74 CHF | 0.75 CHF | 550,000 | 550,000 | 246,286 | 246,286 | 183,281 CHF | 185,750 CHF | 100.00% | 100.00% |
12/07/2024 | 1.43% | 0.72 CHF | 0.73 CHF | 550,000 | 550,000 | 228,673 | 228,673 | 162,806 CHF | 165,097 CHF | 99.89% | 99.89% |
11/07/2024 | 1.34% | 0.74 CHF | 0.75 CHF | 550,000 | 550,000 | 246,315 | 246,315 | 185,807 CHF | 188,276 CHF | 99.99% | 99.99% |
10/07/2024 | 1.27% | 0.78 CHF | 0.79 CHF | 550,000 | 550,000 | 246,407 | 246,407 | 195,154 CHF | 197,623 CHF | 100.00% | 100.00% |
09/07/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 550,000 | 550,000 | 246,297 | 246,297 | 200,992 CHF | 203,460 CHF | 100.00% | 100.00% |
08/07/2024 | 1.23% | 0.84 CHF | 0.85 CHF | 550,000 | 550,000 | 246,320 | 246,320 | 204,431 CHF | 206,899 CHF | 100.00% | 100.00% |
05/07/2024 | 1.25% | 0.82 CHF | 0.83 CHF | 550,000 | 550,000 | 245,165 | 245,165 | 199,937 CHF | 202,395 CHF | 99.63% | 99.63% |
04/07/2024 | 1.24% | 0.81 CHF | 0.82 CHF | 220,000 | 220,000 | 176,421 | 176,421 | 141,522 CHF | 143,286 CHF | 100.00% | 100.00% |
03/07/2024 | 1.24% | 0.80 CHF | 0.81 CHF | 550,000 | 550,000 | 246,297 | 246,297 | 200,458 CHF | 202,925 CHF | 100.00% | 100.00% |
02/07/2024 | 1.18% | 0.84 CHF | 0.85 CHF | 550,000 | 550,000 | 246,738 | 246,738 | 211,255 CHF | 213,727 CHF | 100.00% | 100.00% |