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 | 0.67% | 1.48 CHF | 1.49 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 169,272 CHF | 170,418 CHF | 100.00% | 100.00% |
12/07/2024 | 0.68% | 1.50 CHF | 1.51 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 168,730 CHF | 169,875 CHF | 100.00% | 100.00% |
11/07/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 115,000 | 115,000 | 114,461 | 114,461 | 163,290 CHF | 164,435 CHF | 100.00% | 100.00% |
10/07/2024 | 0.72% | 1.41 CHF | 1.42 CHF | 115,000 | 115,000 | 119,472 | 119,472 | 165,633 CHF | 166,828 CHF | 100.00% | 100.00% |
09/07/2024 | 0.72% | 1.36 CHF | 1.37 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 164,830 CHF | 166,025 CHF | 99.99% | 99.99% |
08/07/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 120,000 | 120,000 | 119,330 | 119,330 | 167,844 CHF | 169,038 CHF | 99.99% | 99.99% |
05/07/2024 | 0.71% | 1.36 CHF | 1.37 CHF | 120,000 | 120,000 | 119,401 | 119,401 | 166,762 CHF | 167,956 CHF | 100.00% | 100.00% |
04/07/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 166,420 CHF | 167,615 CHF | 100.00% | 100.00% |
03/07/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 160,913 CHF | 162,108 CHF | 100.00% | 100.00% |
02/07/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 157,707 CHF | 158,902 CHF | 99.99% | 99.99% |