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 | 0.86% | 1.14 CHF | 1.15 CHF | 140,000 | 140,000 | 142,885 | 142,885 | 165,454 CHF | 166,883 CHF | 100.00% | 100.00% |
12/07/2024 | 0.86% | 1.12 CHF | 1.13 CHF | 140,000 | 140,000 | 141,566 | 141,566 | 163,088 CHF | 164,503 CHF | 100.00% | 100.00% |
11/07/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 140,000 | 140,000 | 139,879 | 139,879 | 158,124 CHF | 159,523 CHF | 99.82% | 99.82% |
10/07/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 140,000 | 140,000 | 137,948 | 137,948 | 151,616 CHF | 152,996 CHF | 100.00% | 100.00% |
09/07/2024 | 0.91% | 1.10 CHF | 1.11 CHF | 140,000 | 140,000 | 136,593 | 136,593 | 148,713 CHF | 150,079 CHF | 99.77% | 99.77% |
08/07/2024 | 0.94% | 1.08 CHF | 1.09 CHF | 136,000 | 136,000 | 135,439 | 135,439 | 144,152 CHF | 145,506 CHF | 100.00% | 100.00% |
05/07/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 136,000 | 136,000 | 135,449 | 135,449 | 146,187 CHF | 147,542 CHF | 99.81% | 99.81% |
04/07/2024 | 0.91% | 1.09 CHF | 1.10 CHF | 136,000 | 136,000 | 137,906 | 137,906 | 151,656 CHF | 153,035 CHF | 100.00% | 100.00% |
03/07/2024 | 0.89% | 1.10 CHF | 1.11 CHF | 136,000 | 136,000 | 139,184 | 139,184 | 155,320 CHF | 156,712 CHF | 100.00% | 100.00% |
02/07/2024 | 0.86% | 1.15 CHF | 1.16 CHF | 144,000 | 144,000 | 143,406 | 143,406 | 165,222 CHF | 166,656 CHF | 100.00% | 100.00% |