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 | 0.55% | 1.90 CHF | 1.91 CHF | 220,000 | 220,000 | 99,108 | 99,108 | 183,632 CHF | 184,625 CHF | 99.90% | 99.90% |
12/07/2024 | 0.53% | 1.90 CHF | 1.91 CHF | 220,000 | 220,000 | 97,438 | 97,438 | 185,274 CHF | 186,250 CHF | 99.54% | 99.54% |
11/07/2024 | 0.47% | 2.05 CHF | 2.06 CHF | 210,000 | 210,000 | 94,342 | 94,342 | 201,413 CHF | 202,358 CHF | 99.94% | 99.94% |
10/07/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 210,000 | 210,000 | 94,199 | 94,199 | 202,856 CHF | 203,800 CHF | 99.99% | 99.99% |
09/07/2024 | 0.47% | 2.15 CHF | 2.16 CHF | 210,000 | 210,000 | 94,211 | 94,211 | 203,726 CHF | 204,670 CHF | 100.00% | 100.00% |
08/07/2024 | 0.46% | 2.14 CHF | 2.15 CHF | 210,000 | 210,000 | 94,110 | 94,110 | 206,702 CHF | 207,645 CHF | 99.89% | 99.89% |
05/07/2024 | 0.51% | 2.16 CHF | 2.17 CHF | 210,000 | 210,000 | 96,422 | 96,422 | 195,449 CHF | 196,415 CHF | 100.00% | 100.00% |
04/07/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 88,000 | 88,000 | 70,462 | 70,462 | 138,987 CHF | 139,692 CHF | 100.00% | 100.00% |
03/07/2024 | 0.59% | 1.96 CHF | 1.97 CHF | 220,000 | 220,000 | 98,036 | 98,036 | 193,003 CHF | 193,993 CHF | 96.88% | 96.88% |
02/07/2024 | 0.54% | 1.92 CHF | 1.93 CHF | 220,000 | 220,000 | 98,476 | 98,476 | 187,602 CHF | 188,588 CHF | 100.00% | 100.00% |