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 | 0.59% | 1.71 CHF | 1.72 CHF | 220,000 | 220,000 | 98,408 | 98,408 | 169,104 CHF | 170,090 CHF | 100.00% | 100.00% |
12/07/2024 | 0.62% | 1.65 CHF | 1.66 CHF | 220,000 | 220,000 | 91,493 | 91,493 | 149,732 CHF | 150,649 CHF | 99.90% | 99.90% |
11/07/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 220,000 | 220,000 | 98,394 | 98,394 | 171,582 CHF | 172,568 CHF | 99.98% | 99.98% |
10/07/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 220,000 | 220,000 | 98,456 | 98,456 | 180,673 CHF | 181,659 CHF | 100.00% | 100.00% |
09/07/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 220,000 | 220,000 | 98,416 | 98,416 | 186,724 CHF | 187,710 CHF | 100.00% | 100.00% |
08/07/2024 | 0.53% | 1.95 CHF | 1.96 CHF | 220,000 | 220,000 | 98,420 | 98,420 | 190,011 CHF | 190,998 CHF | 100.00% | 100.00% |
05/07/2024 | 0.54% | 1.91 CHF | 1.92 CHF | 220,000 | 220,000 | 97,956 | 97,956 | 185,563 CHF | 186,546 CHF | 99.63% | 99.63% |
04/07/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 88,000 | 88,000 | 70,462 | 70,462 | 131,397 CHF | 132,101 CHF | 100.00% | 100.00% |
03/07/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 220,000 | 220,000 | 98,413 | 98,413 | 186,297 CHF | 187,283 CHF | 100.00% | 100.00% |
02/07/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 220,000 | 220,000 | 98,596 | 98,596 | 196,683 CHF | 197,671 CHF | 100.00% | 100.00% |