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% | 1.69 CHF | 1.70 CHF | 210,000 | 210,000 | 93,668 | 93,668 | 158,901 CHF | 159,841 CHF | 99.37% | 99.37% |
12/07/2024 | 0.63% | 1.69 CHF | 1.70 CHF | 210,000 | 210,000 | 93,546 | 93,546 | 153,531 CHF | 154,471 CHF | 100.00% | 100.00% |
11/07/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 210,000 | 210,000 | 84,265 | 84,265 | 144,607 CHF | 145,456 CHF | 100.00% | 100.00% |
10/07/2024 | 0.61% | 1.72 CHF | 1.73 CHF | 210,000 | 210,000 | 92,766 | 92,766 | 156,687 CHF | 157,619 CHF | 100.00% | 100.00% |
09/07/2024 | 0.62% | 1.67 CHF | 1.68 CHF | 210,000 | 210,000 | 94,724 | 94,724 | 158,688 CHF | 159,641 CHF | 95.81% | 95.81% |
08/07/2024 | 0.63% | 1.66 CHF | 1.67 CHF | 210,000 | 210,000 | 93,404 | 93,404 | 154,327 CHF | 155,266 CHF | 99.86% | 99.86% |
05/07/2024 | 0.59% | 1.64 CHF | 1.65 CHF | 210,000 | 210,000 | 85,850 | 85,850 | 146,572 CHF | 147,433 CHF | 99.65% | 99.65% |
04/07/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 60,000 | 60,000 | 54,666 | 54,666 | 96,759 CHF | 97,306 CHF | 98.14% | 98.14% |
03/07/2024 | 0.61% | 1.73 CHF | 1.74 CHF | 200,000 | 200,000 | 89,055 | 89,055 | 150,428 CHF | 151,322 CHF | 93.90% | 93.90% |
02/07/2024 | 0.63% | 1.65 CHF | 1.66 CHF | 210,000 | 210,000 | 90,832 | 90,832 | 148,351 CHF | 149,263 CHF | 96.00% | 96.00% |