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 | 0.64% | 3.26 CHF | 3.28 CHF | 230,000 | 230,000 | 227,484 | 227,484 | 723,815 CHF | 728,398 CHF | 100.00% | 100.00% |
12/07/2024 | 0.70% | 3.09 CHF | 3.11 CHF | 230,000 | 230,000 | 227,443 | 227,443 | 668,196 CHF | 672,779 CHF | 98.46% | 98.46% |
11/07/2024 | 0.72% | 2.94 CHF | 2.96 CHF | 230,000 | 230,000 | 227,456 | 227,456 | 645,189 CHF | 649,772 CHF | 98.73% | 98.73% |
10/07/2024 | 0.80% | 2.60 CHF | 2.62 CHF | 240,000 | 240,000 | 237,374 | 237,374 | 606,906 CHF | 611,688 CHF | 99.99% | 99.99% |
09/07/2024 | 0.80% | 2.54 CHF | 2.56 CHF | 240,000 | 240,000 | 236,836 | 236,836 | 612,398 CHF | 617,180 CHF | 100.00% | 100.00% |
08/07/2024 | 0.78% | 2.71 CHF | 2.73 CHF | 240,000 | 240,000 | 236,843 | 236,843 | 627,512 CHF | 632,295 CHF | 98.26% | 98.26% |
05/07/2024 | 0.80% | 2.59 CHF | 2.61 CHF | 240,000 | 240,000 | 237,373 | 237,373 | 612,240 CHF | 617,023 CHF | 100.00% | 100.00% |
04/07/2024 | 0.77% | 2.62 CHF | 2.64 CHF | 120,000 | 120,000 | 212,079 | 212,079 | 562,141 CHF | 566,406 CHF | 100.00% | 100.00% |
03/07/2024 | 0.77% | 2.58 CHF | 2.60 CHF | 240,000 | 240,000 | 237,374 | 237,374 | 628,095 CHF | 632,878 CHF | 100.00% | 100.00% |
02/07/2024 | 0.83% | 2.51 CHF | 2.53 CHF | 250,000 | 250,000 | 247,250 | 247,250 | 609,173 CHF | 614,155 CHF | 99.98% | 99.98% |