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 | 1.09% | 0.95 CHF | 0.96 CHF | 400,000 | 400,000 | 176,427 | 176,427 | 167,726 CHF | 169,502 CHF | 99.96% | 99.96% |
12/07/2024 | 1.07% | 0.96 CHF | 0.97 CHF | 400,000 | 400,000 | 176,813 | 176,813 | 168,867 CHF | 170,643 CHF | 99.99% | 99.99% |
11/07/2024 | 0.99% | 0.97 CHF | 0.98 CHF | 390,000 | 390,000 | 169,850 | 169,850 | 175,647 CHF | 177,360 CHF | 100.00% | 100.00% |
10/07/2024 | 0.97% | 1.02 CHF | 1.03 CHF | 380,000 | 380,000 | 169,404 | 169,404 | 178,161 CHF | 179,863 CHF | 100.00% | 100.00% |
09/07/2024 | 0.97% | 1.06 CHF | 1.07 CHF | 380,000 | 380,000 | 169,760 | 169,760 | 179,794 CHF | 181,502 CHF | 100.00% | 100.00% |
08/07/2024 | 0.97% | 1.06 CHF | 1.07 CHF | 380,000 | 380,000 | 169,882 | 169,882 | 180,295 CHF | 182,003 CHF | 100.00% | 100.00% |
05/07/2024 | 0.98% | 1.06 CHF | 1.07 CHF | 380,000 | 380,000 | 172,811 | 172,811 | 181,411 CHF | 183,146 CHF | 99.82% | 99.82% |
04/07/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 160,000 | 160,000 | 128,182 | 128,182 | 133,487 CHF | 134,769 CHF | 98.30% | 98.30% |
03/07/2024 | 0.95% | 1.03 CHF | 1.04 CHF | 380,000 | 380,000 | 169,174 | 169,174 | 179,887 CHF | 181,586 CHF | 99.66% | 99.66% |
02/07/2024 | 1.00% | 1.04 CHF | 1.05 CHF | 380,000 | 380,000 | 172,258 | 172,258 | 175,996 CHF | 177,725 CHF | 99.87% | 99.87% |