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 | 0.83% | 1.27 CHF | 1.28 CHF | 295,000 | 295,000 | 164,175 | 164,175 | 202,992 CHF | 204,637 CHF | 99.55% | 99.55% |
12/07/2024 | 0.82% | 1.24 CHF | 1.25 CHF | 300,000 | 300,000 | 164,105 | 164,105 | 202,768 CHF | 204,413 CHF | 99.27% | 99.27% |
11/07/2024 | 0.77% | 1.25 CHF | 1.26 CHF | 295,000 | 295,000 | 160,281 | 160,281 | 209,840 CHF | 211,446 CHF | 99.05% | 99.05% |
10/07/2024 | 0.78% | 1.31 CHF | 1.32 CHF | 290,000 | 290,000 | 159,570 | 159,570 | 209,540 CHF | 211,139 CHF | 99.80% | 99.80% |
09/07/2024 | 0.78% | 1.31 CHF | 1.32 CHF | 290,000 | 290,000 | 159,519 | 159,519 | 208,895 CHF | 210,493 CHF | 99.72% | 99.72% |
08/07/2024 | 0.78% | 1.30 CHF | 1.31 CHF | 290,000 | 290,000 | 161,374 | 161,374 | 210,093 CHF | 211,709 CHF | 99.03% | 99.03% |
05/07/2024 | 0.80% | 1.31 CHF | 1.32 CHF | 290,000 | 290,000 | 161,485 | 161,485 | 205,199 CHF | 206,816 CHF | 99.19% | 99.19% |
04/07/2024 | 0.80% | 1.25 CHF | 1.26 CHF | 148,000 | 148,000 | 132,083 | 132,083 | 164,643 CHF | 165,964 CHF | 100.00% | 100.00% |
03/07/2024 | 0.82% | 1.24 CHF | 1.25 CHF | 295,000 | 295,000 | 163,195 | 163,195 | 201,264 CHF | 202,899 CHF | 99.60% | 99.60% |
02/07/2024 | 0.85% | 1.21 CHF | 1.22 CHF | 300,000 | 300,000 | 164,945 | 164,945 | 196,535 CHF | 198,187 CHF | 99.68% | 99.68% |