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 | 0.75% | 1.32 CHF | 1.33 CHF | 175,000 | 175,000 | 178,607 | 178,607 | 237,720 CHF | 239,506 CHF | 100.00% | 100.00% |
12/07/2024 | 0.75% | 1.30 CHF | 1.31 CHF | 175,000 | 175,000 | 176,954 | 176,954 | 234,728 CHF | 236,497 CHF | 99.86% | 99.86% |
11/07/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 175,000 | 175,000 | 174,850 | 174,850 | 228,742 CHF | 230,492 CHF | 99.82% | 99.82% |
10/07/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 175,000 | 175,000 | 172,436 | 172,436 | 221,356 CHF | 223,080 CHF | 100.00% | 100.00% |
09/07/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 175,000 | 175,000 | 170,741 | 170,741 | 217,589 CHF | 219,297 CHF | 99.73% | 99.73% |
08/07/2024 | 0.79% | 1.26 CHF | 1.27 CHF | 170,000 | 170,000 | 169,299 | 169,299 | 212,342 CHF | 214,035 CHF | 100.00% | 100.00% |
05/07/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 170,000 | 170,000 | 169,312 | 169,312 | 214,604 CHF | 216,297 CHF | 99.81% | 99.81% |
04/07/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 170,000 | 170,000 | 172,382 | 172,382 | 221,361 CHF | 223,085 CHF | 100.00% | 100.00% |
03/07/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 170,000 | 170,000 | 173,980 | 173,980 | 225,566 CHF | 227,306 CHF | 99.99% | 99.99% |
02/07/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 180,000 | 180,000 | 179,257 | 179,257 | 237,416 CHF | 239,209 CHF | 100.00% | 100.00% |