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 | 0.94% | 1.13 CHF | 1.14 CHF | 250,000 | 250,000 | 146,411 | 146,411 | 161,588 CHF | 163,059 CHF | 95.05% | 95.05% |
12/07/2024 | 0.92% | 1.11 CHF | 1.12 CHF | 260,000 | 260,000 | 144,393 | 144,393 | 160,313 CHF | 161,762 CHF | 96.89% | 96.89% |
11/07/2024 | 0.86% | 1.11 CHF | 1.12 CHF | 260,000 | 260,000 | 138,519 | 138,519 | 164,132 CHF | 165,522 CHF | 99.32% | 99.32% |
10/07/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 250,000 | 250,000 | 137,561 | 137,561 | 161,807 CHF | 163,188 CHF | 99.71% | 99.71% |
09/07/2024 | 0.85% | 1.19 CHF | 1.20 CHF | 250,000 | 250,000 | 135,388 | 135,388 | 164,806 CHF | 166,168 CHF | 98.15% | 98.15% |
08/07/2024 | 0.84% | 1.21 CHF | 1.22 CHF | 250,000 | 250,000 | 137,334 | 137,334 | 168,137 CHF | 169,517 CHF | 99.81% | 99.81% |
05/07/2024 | 0.87% | 1.22 CHF | 1.23 CHF | 250,000 | 250,000 | 139,909 | 139,909 | 166,520 CHF | 167,925 CHF | 83.18% | 83.18% |
04/07/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 130,000 | 130,000 | 114,248 | 114,248 | 134,650 CHF | 135,792 CHF | 98.60% | 98.60% |
03/07/2024 | 0.89% | 1.17 CHF | 1.18 CHF | 250,000 | 250,000 | 138,890 | 138,890 | 161,341 CHF | 162,736 CHF | 96.78% | 96.78% |
02/07/2024 | 0.91% | 1.14 CHF | 1.15 CHF | 250,000 | 250,000 | 141,548 | 141,548 | 160,927 CHF | 162,349 CHF | 90.60% | 90.60% |