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 | 0.66% | 1.55 CHF | 1.56 CHF | 220,000 | 220,000 | 98,407 | 98,407 | 152,779 CHF | 153,765 CHF | 100.00% | 100.00% |
12/07/2024 | 0.69% | 1.48 CHF | 1.49 CHF | 220,000 | 220,000 | 91,488 | 91,488 | 134,531 CHF | 135,447 CHF | 99.90% | 99.90% |
11/07/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 220,000 | 220,000 | 98,410 | 98,410 | 155,207 CHF | 156,193 CHF | 99.98% | 99.98% |
10/07/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 220,000 | 220,000 | 98,457 | 98,457 | 164,263 CHF | 165,249 CHF | 100.00% | 100.00% |
09/07/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 220,000 | 220,000 | 98,415 | 98,415 | 170,326 CHF | 171,312 CHF | 100.00% | 100.00% |
08/07/2024 | 0.58% | 1.78 CHF | 1.79 CHF | 220,000 | 220,000 | 98,421 | 98,421 | 173,752 CHF | 174,738 CHF | 100.00% | 100.00% |
05/07/2024 | 0.59% | 1.74 CHF | 1.75 CHF | 220,000 | 220,000 | 97,959 | 97,959 | 169,252 CHF | 170,235 CHF | 99.63% | 99.63% |
04/07/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 88,000 | 88,000 | 70,462 | 70,462 | 119,614 CHF | 120,318 CHF | 100.00% | 100.00% |
03/07/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 220,000 | 220,000 | 98,413 | 98,413 | 169,912 CHF | 170,898 CHF | 100.00% | 100.00% |
02/07/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 220,000 | 220,000 | 98,595 | 98,595 | 180,215 CHF | 181,202 CHF | 100.00% | 100.00% |