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% | 1.61 CHF | 1.62 CHF | 210,000 | 210,000 | 93,666 | 93,666 | 150,927 CHF | 151,868 CHF | 99.37% | 99.37% |
12/07/2024 | 0.67% | 1.60 CHF | 1.61 CHF | 210,000 | 210,000 | 93,541 | 93,541 | 145,476 CHF | 146,416 CHF | 100.00% | 100.00% |
11/07/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 210,000 | 210,000 | 85,437 | 85,437 | 139,209 CHF | 140,070 CHF | 100.00% | 100.00% |
10/07/2024 | 0.65% | 1.64 CHF | 1.65 CHF | 210,000 | 210,000 | 92,772 | 92,772 | 148,616 CHF | 149,548 CHF | 100.00% | 100.00% |
09/07/2024 | 0.66% | 1.59 CHF | 1.60 CHF | 210,000 | 210,000 | 94,467 | 94,467 | 150,093 CHF | 151,044 CHF | 96.45% | 96.45% |
08/07/2024 | 0.66% | 1.57 CHF | 1.58 CHF | 210,000 | 210,000 | 93,399 | 93,399 | 146,418 CHF | 147,357 CHF | 99.86% | 99.86% |
05/07/2024 | 0.62% | 1.55 CHF | 1.56 CHF | 210,000 | 210,000 | 86,369 | 86,369 | 139,999 CHF | 140,866 CHF | 98.22% | 98.22% |
04/07/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 60,000 | 60,000 | 54,630 | 54,630 | 91,894 CHF | 92,440 CHF | 98.93% | 98.93% |
03/07/2024 | 0.64% | 1.64 CHF | 1.65 CHF | 200,000 | 200,000 | 92,358 | 92,358 | 148,063 CHF | 148,990 CHF | 96.05% | 96.05% |
02/07/2024 | 0.67% | 1.56 CHF | 1.57 CHF | 210,000 | 210,000 | 91,803 | 91,803 | 141,928 CHF | 142,850 CHF | 96.96% | 96.96% |