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 | 0.81% | 1.22 CHF | 1.23 CHF | 175,000 | 175,000 | 178,607 | 178,607 | 219,395 CHF | 221,181 CHF | 100.00% | 100.00% |
12/07/2024 | 0.81% | 1.20 CHF | 1.21 CHF | 175,000 | 175,000 | 176,956 | 176,956 | 216,364 CHF | 218,134 CHF | 100.00% | 100.00% |
11/07/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 175,000 | 175,000 | 174,853 | 174,853 | 210,905 CHF | 212,654 CHF | 99.82% | 99.82% |
10/07/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 175,000 | 175,000 | 172,435 | 172,435 | 203,677 CHF | 205,402 CHF | 100.00% | 100.00% |
09/07/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 175,000 | 175,000 | 170,741 | 170,741 | 199,979 CHF | 201,686 CHF | 99.77% | 99.77% |
08/07/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 170,000 | 170,000 | 169,299 | 169,299 | 195,083 CHF | 196,776 CHF | 100.00% | 100.00% |
05/07/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 170,000 | 170,000 | 169,312 | 169,312 | 196,927 CHF | 198,620 CHF | 99.80% | 99.80% |
04/07/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 170,000 | 170,000 | 172,382 | 172,382 | 203,560 CHF | 205,284 CHF | 100.00% | 100.00% |
03/07/2024 | 0.83% | 1.18 CHF | 1.19 CHF | 170,000 | 170,000 | 173,980 | 173,980 | 207,640 CHF | 209,380 CHF | 100.00% | 100.00% |
02/07/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 180,000 | 180,000 | 179,258 | 179,258 | 219,023 CHF | 220,816 CHF | 100.00% | 100.00% |