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 | 0.63% | 1.62 CHF | 1.63 CHF | 220,000 | 220,000 | 98,396 | 98,396 | 159,896 CHF | 160,883 CHF | 99.99% | 99.99% |
12/07/2024 | 0.66% | 1.56 CHF | 1.57 CHF | 220,000 | 220,000 | 91,493 | 91,493 | 141,237 CHF | 142,154 CHF | 99.90% | 99.90% |
11/07/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 220,000 | 220,000 | 98,421 | 98,421 | 162,266 CHF | 163,252 CHF | 99.99% | 99.99% |
10/07/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 220,000 | 220,000 | 98,457 | 98,457 | 171,398 CHF | 172,384 CHF | 100.00% | 100.00% |
09/07/2024 | 0.56% | 1.75 CHF | 1.76 CHF | 220,000 | 220,000 | 98,412 | 98,412 | 177,395 CHF | 178,381 CHF | 100.00% | 100.00% |
08/07/2024 | 0.56% | 1.85 CHF | 1.86 CHF | 220,000 | 220,000 | 98,421 | 98,421 | 180,802 CHF | 181,788 CHF | 100.00% | 100.00% |
05/07/2024 | 0.57% | 1.81 CHF | 1.82 CHF | 220,000 | 220,000 | 97,958 | 97,958 | 176,301 CHF | 177,284 CHF | 99.63% | 99.63% |
04/07/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 88,000 | 88,000 | 70,463 | 70,463 | 124,702 CHF | 125,407 CHF | 100.00% | 100.00% |
03/07/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 220,000 | 220,000 | 98,413 | 98,413 | 177,011 CHF | 177,997 CHF | 100.00% | 100.00% |
02/07/2024 | 0.53% | 1.87 CHF | 1.88 CHF | 220,000 | 220,000 | 98,595 | 98,595 | 187,337 CHF | 188,325 CHF | 100.00% | 100.00% |