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 | 0.71% | 1.43 CHF | 1.44 CHF | 220,000 | 220,000 | 98,408 | 98,408 | 141,302 CHF | 142,288 CHF | 100.00% | 100.00% |
12/07/2024 | 0.75% | 1.37 CHF | 1.38 CHF | 220,000 | 220,000 | 91,483 | 91,483 | 123,906 CHF | 124,822 CHF | 99.90% | 99.90% |
11/07/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 220,000 | 220,000 | 98,421 | 98,421 | 143,635 CHF | 144,622 CHF | 99.99% | 99.99% |
10/07/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 220,000 | 220,000 | 98,456 | 98,456 | 152,699 CHF | 153,686 CHF | 100.00% | 100.00% |
09/07/2024 | 0.63% | 1.56 CHF | 1.57 CHF | 220,000 | 220,000 | 98,414 | 98,414 | 158,712 CHF | 159,698 CHF | 100.00% | 100.00% |
08/07/2024 | 0.62% | 1.66 CHF | 1.67 CHF | 220,000 | 220,000 | 98,422 | 98,422 | 162,230 CHF | 163,216 CHF | 100.00% | 100.00% |
05/07/2024 | 0.64% | 1.62 CHF | 1.63 CHF | 220,000 | 220,000 | 97,957 | 97,957 | 157,686 CHF | 158,668 CHF | 99.63% | 99.63% |
04/07/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 88,000 | 88,000 | 70,462 | 70,462 | 111,354 CHF | 112,058 CHF | 100.00% | 100.00% |
03/07/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 220,000 | 220,000 | 98,413 | 98,413 | 158,248 CHF | 159,234 CHF | 100.00% | 100.00% |
02/07/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 220,000 | 220,000 | 98,594 | 98,594 | 168,505 CHF | 169,493 CHF | 100.00% | 100.00% |