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 | 0.77% | 1.33 CHF | 1.34 CHF | 220,000 | 220,000 | 97,974 | 97,974 | 130,132 CHF | 131,116 CHF | 99.96% | 99.96% |
12/07/2024 | 0.79% | 1.40 CHF | 1.41 CHF | 210,000 | 210,000 | 97,187 | 97,187 | 128,332 CHF | 129,308 CHF | 100.00% | 100.00% |
11/07/2024 | 0.77% | 1.32 CHF | 1.33 CHF | 220,000 | 220,000 | 97,412 | 97,412 | 130,946 CHF | 131,928 CHF | 100.00% | 100.00% |
10/07/2024 | 0.82% | 1.33 CHF | 1.34 CHF | 220,000 | 220,000 | 98,052 | 98,052 | 126,174 CHF | 127,161 CHF | 99.99% | 99.99% |
09/07/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 230,000 | 230,000 | 99,923 | 99,923 | 123,750 CHF | 124,756 CHF | 99.74% | 99.74% |
08/07/2024 | 0.89% | 1.16 CHF | 1.17 CHF | 240,000 | 240,000 | 104,715 | 104,715 | 121,819 CHF | 122,871 CHF | 99.74% | 99.74% |
05/07/2024 | 1.03% | 1.10 CHF | 1.11 CHF | 250,000 | 250,000 | 112,761 | 112,761 | 114,490 CHF | 115,624 CHF | 99.38% | 99.38% |
04/07/2024 | 1.03% | 0.95 CHF | 0.96 CHF | 90,000 | 90,000 | 79,476 | 79,476 | 76,889 CHF | 77,684 CHF | 97.60% | 97.60% |
03/07/2024 | 1.06% | 0.96 CHF | 0.97 CHF | 260,000 | 260,000 | 113,905 | 113,905 | 109,332 CHF | 110,475 CHF | 98.11% | 98.11% |
02/07/2024 | 1.23% | 0.86 CHF | 0.87 CHF | 280,000 | 280,000 | 119,383 | 119,383 | 100,517 CHF | 101,716 CHF | 99.79% | 99.79% |