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 | 0.73% | 1.44 CHF | 1.45 CHF | 295,000 | 295,000 | 164,374 | 164,374 | 231,503 CHF | 233,150 CHF | 99.97% | 99.97% |
12/07/2024 | 0.72% | 1.41 CHF | 1.42 CHF | 300,000 | 300,000 | 164,951 | 164,951 | 232,309 CHF | 233,962 CHF | 99.99% | 99.99% |
11/07/2024 | 0.68% | 1.43 CHF | 1.44 CHF | 295,000 | 295,000 | 160,934 | 160,934 | 238,517 CHF | 240,130 CHF | 99.83% | 99.83% |
10/07/2024 | 0.69% | 1.49 CHF | 1.50 CHF | 290,000 | 290,000 | 159,836 | 159,836 | 237,372 CHF | 238,974 CHF | 100.00% | 100.00% |
09/07/2024 | 0.69% | 1.49 CHF | 1.50 CHF | 290,000 | 290,000 | 159,833 | 159,833 | 237,229 CHF | 238,830 CHF | 99.96% | 99.96% |
08/07/2024 | 0.69% | 1.48 CHF | 1.49 CHF | 290,000 | 290,000 | 161,313 | 161,313 | 237,830 CHF | 239,446 CHF | 99.83% | 99.83% |
05/07/2024 | 0.71% | 1.49 CHF | 1.50 CHF | 290,000 | 290,000 | 161,748 | 161,748 | 233,756 CHF | 235,376 CHF | 99.84% | 99.84% |
04/07/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 148,000 | 148,000 | 132,083 | 132,083 | 187,571 CHF | 188,892 CHF | 100.00% | 100.00% |
03/07/2024 | 0.72% | 1.41 CHF | 1.42 CHF | 295,000 | 295,000 | 163,426 | 163,426 | 229,937 CHF | 231,574 CHF | 99.80% | 99.80% |
02/07/2024 | 0.75% | 1.38 CHF | 1.39 CHF | 300,000 | 300,000 | 165,372 | 165,372 | 225,697 CHF | 227,354 CHF | 100.00% | 100.00% |