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 | 0.65% | 1.62 CHF | 1.63 CHF | 240,000 | 240,000 | 137,353 | 137,353 | 217,538 CHF | 218,918 CHF | 94.76% | 94.76% |
12/07/2024 | 0.65% | 1.58 CHF | 1.59 CHF | 250,000 | 250,000 | 136,974 | 136,974 | 216,732 CHF | 218,107 CHF | 98.63% | 98.63% |
11/07/2024 | 0.61% | 1.61 CHF | 1.62 CHF | 240,000 | 240,000 | 132,860 | 132,860 | 222,696 CHF | 224,030 CHF | 99.43% | 99.43% |
10/07/2024 | 0.61% | 1.68 CHF | 1.69 CHF | 240,000 | 240,000 | 133,038 | 133,038 | 223,251 CHF | 224,587 CHF | 99.83% | 99.83% |
09/07/2024 | 0.62% | 1.68 CHF | 1.69 CHF | 240,000 | 240,000 | 132,016 | 132,016 | 221,283 CHF | 222,610 CHF | 99.04% | 99.04% |
08/07/2024 | 0.62% | 1.67 CHF | 1.68 CHF | 240,000 | 240,000 | 133,220 | 133,220 | 221,989 CHF | 223,328 CHF | 99.12% | 99.12% |
05/07/2024 | 0.64% | 1.68 CHF | 1.69 CHF | 240,000 | 240,000 | 132,316 | 132,316 | 215,370 CHF | 216,698 CHF | 96.53% | 96.53% |
04/07/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 120,000 | 120,000 | 109,516 | 109,516 | 175,001 CHF | 176,097 CHF | 99.82% | 99.82% |
03/07/2024 | 0.65% | 1.59 CHF | 1.60 CHF | 240,000 | 240,000 | 135,363 | 135,363 | 213,950 CHF | 215,309 CHF | 100.00% | 100.00% |
02/07/2024 | 0.67% | 1.55 CHF | 1.56 CHF | 250,000 | 250,000 | 137,639 | 137,639 | 210,530 CHF | 211,912 CHF | 99.98% | 99.98% |