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 | 0.80% | 1.24 CHF | 1.25 CHF | 205,000 | 205,000 | 204,050 | 204,050 | 252,531 CHF | 254,571 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 205,000 | 205,000 | 204,155 | 204,155 | 254,760 CHF | 256,801 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 205,000 | 205,000 | 205,089 | 205,089 | 257,722 CHF | 259,774 CHF | 99.99% | 99.99% |
10/07/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 205,000 | 205,000 | 204,156 | 204,156 | 252,851 CHF | 254,893 CHF | 100.00% | 100.00% |
09/07/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 215,000 | 215,000 | 214,114 | 214,114 | 278,680 CHF | 280,821 CHF | 100.00% | 100.00% |
08/07/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 215,000 | 215,000 | 213,727 | 213,727 | 277,026 CHF | 279,163 CHF | 100.00% | 100.00% |
05/07/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 215,000 | 215,000 | 214,479 | 214,479 | 281,931 CHF | 284,076 CHF | 99.81% | 99.81% |
04/07/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 220,000 | 220,000 | 222,528 | 222,528 | 302,054 CHF | 304,279 CHF | 99.49% | 99.49% |
03/07/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 225,000 | 225,000 | 221,058 | 221,058 | 299,274 CHF | 301,484 CHF | 99.36% | 99.36% |
02/07/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 225,000 | 225,000 | 229,163 | 229,163 | 318,950 CHF | 321,242 CHF | 99.43% | 99.43% |