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 | 0.61% | 1.74 CHF | 1.75 CHF | 230,000 | 230,000 | 105,957 | 105,957 | 179,923 CHF | 180,986 CHF | 95.43% | 95.43% |
12/07/2024 | 0.59% | 1.74 CHF | 1.75 CHF | 230,000 | 230,000 | 101,418 | 101,418 | 177,047 CHF | 178,066 CHF | 92.44% | 92.44% |
11/07/2024 | 0.51% | 1.88 CHF | 1.89 CHF | 220,000 | 220,000 | 98,035 | 98,035 | 193,827 CHF | 194,812 CHF | 97.10% | 97.10% |
10/07/2024 | 0.51% | 1.98 CHF | 1.99 CHF | 220,000 | 220,000 | 100,151 | 100,151 | 199,143 CHF | 200,149 CHF | 99.23% | 99.23% |
09/07/2024 | 0.52% | 1.99 CHF | 2.00 CHF | 220,000 | 220,000 | 96,917 | 96,917 | 193,526 CHF | 194,502 CHF | 97.31% | 97.31% |
08/07/2024 | 0.50% | 1.98 CHF | 1.99 CHF | 220,000 | 220,000 | 98,772 | 98,772 | 200,836 CHF | 201,828 CHF | 98.13% | 98.13% |
05/07/2024 | 0.56% | 1.99 CHF | 2.00 CHF | 220,000 | 220,000 | 103,268 | 103,268 | 192,606 CHF | 193,644 CHF | 88.78% | 88.78% |
04/07/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 90,000 | 90,000 | 74,453 | 74,453 | 134,878 CHF | 135,622 CHF | 97.20% | 97.20% |
03/07/2024 | 0.64% | 1.80 CHF | 1.81 CHF | 230,000 | 230,000 | 104,514 | 104,514 | 188,993 CHF | 190,052 CHF | 96.84% | 96.84% |
02/07/2024 | 0.59% | 1.76 CHF | 1.77 CHF | 230,000 | 230,000 | 104,938 | 104,938 | 183,246 CHF | 184,301 CHF | 99.96% | 99.96% |