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 | 0.70% | 1.46 CHF | 1.47 CHF | 220,000 | 220,000 | 98,408 | 98,408 | 143,821 CHF | 144,808 CHF | 100.00% | 100.00% |
12/07/2024 | 0.74% | 1.39 CHF | 1.40 CHF | 220,000 | 220,000 | 91,490 | 91,490 | 126,174 CHF | 127,091 CHF | 99.90% | 99.90% |
11/07/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 220,000 | 220,000 | 98,393 | 98,393 | 146,219 CHF | 147,205 CHF | 99.98% | 99.98% |
10/07/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 220,000 | 220,000 | 98,456 | 98,456 | 155,216 CHF | 156,202 CHF | 100.00% | 100.00% |
09/07/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 220,000 | 220,000 | 98,414 | 98,414 | 161,356 CHF | 162,342 CHF | 100.00% | 100.00% |
08/07/2024 | 0.61% | 1.69 CHF | 1.70 CHF | 220,000 | 220,000 | 98,420 | 98,420 | 164,756 CHF | 165,742 CHF | 100.00% | 100.00% |
05/07/2024 | 0.63% | 1.65 CHF | 1.66 CHF | 220,000 | 220,000 | 97,945 | 97,945 | 160,291 CHF | 161,273 CHF | 99.61% | 99.61% |
04/07/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 88,000 | 88,000 | 70,463 | 70,463 | 113,126 CHF | 113,830 CHF | 100.00% | 100.00% |
03/07/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 220,000 | 220,000 | 98,413 | 98,413 | 160,818 CHF | 161,804 CHF | 100.00% | 100.00% |
02/07/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 220,000 | 220,000 | 98,596 | 98,596 | 171,090 CHF | 172,078 CHF | 100.00% | 100.00% |