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 | 0.76% | 1.41 CHF | 1.42 CHF | 250,000 | 250,000 | 138,697 | 138,697 | 190,011 CHF | 191,404 CHF | 96.42% | 96.42% |
12/07/2024 | 0.75% | 1.37 CHF | 1.38 CHF | 250,000 | 250,000 | 137,665 | 137,665 | 188,465 CHF | 189,848 CHF | 98.18% | 98.18% |
11/07/2024 | 0.69% | 1.39 CHF | 1.40 CHF | 240,000 | 240,000 | 132,553 | 132,553 | 193,743 CHF | 195,073 CHF | 98.50% | 98.50% |
10/07/2024 | 0.70% | 1.47 CHF | 1.48 CHF | 240,000 | 240,000 | 133,093 | 133,093 | 194,792 CHF | 196,129 CHF | 99.74% | 99.74% |
09/07/2024 | 0.71% | 1.47 CHF | 1.48 CHF | 240,000 | 240,000 | 132,074 | 132,074 | 192,753 CHF | 194,082 CHF | 99.19% | 99.19% |
08/07/2024 | 0.71% | 1.45 CHF | 1.46 CHF | 240,000 | 240,000 | 136,967 | 136,967 | 198,690 CHF | 200,067 CHF | 99.01% | 99.01% |
05/07/2024 | 0.73% | 1.47 CHF | 1.48 CHF | 240,000 | 240,000 | 135,161 | 135,161 | 190,946 CHF | 192,302 CHF | 95.85% | 95.85% |
04/07/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 130,000 | 130,000 | 114,343 | 114,343 | 158,197 CHF | 159,340 CHF | 97.65% | 97.65% |
03/07/2024 | 0.75% | 1.37 CHF | 1.38 CHF | 250,000 | 250,000 | 137,648 | 137,648 | 187,951 CHF | 189,333 CHF | 100.00% | 100.00% |
02/07/2024 | 0.78% | 1.34 CHF | 1.35 CHF | 250,000 | 250,000 | 138,201 | 138,201 | 181,664 CHF | 183,052 CHF | 98.58% | 98.58% |