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 | 0.91% | 1.14 CHF | 1.15 CHF | 380,000 | 380,000 | 169,783 | 169,783 | 193,644 CHF | 195,352 CHF | 99.96% | 99.96% |
12/07/2024 | 0.90% | 1.15 CHF | 1.16 CHF | 380,000 | 380,000 | 170,158 | 170,158 | 194,807 CHF | 196,516 CHF | 100.00% | 100.00% |
11/07/2024 | 0.84% | 1.16 CHF | 1.17 CHF | 370,000 | 370,000 | 161,401 | 161,401 | 197,936 CHF | 199,564 CHF | 100.00% | 100.00% |
10/07/2024 | 0.82% | 1.22 CHF | 1.23 CHF | 360,000 | 360,000 | 160,564 | 160,564 | 200,227 CHF | 201,840 CHF | 100.00% | 100.00% |
09/07/2024 | 0.83% | 1.26 CHF | 1.27 CHF | 360,000 | 360,000 | 160,336 | 160,336 | 200,813 CHF | 202,427 CHF | 100.00% | 100.00% |
08/07/2024 | 0.82% | 1.25 CHF | 1.26 CHF | 360,000 | 360,000 | 160,451 | 160,451 | 201,407 CHF | 203,020 CHF | 100.00% | 100.00% |
05/07/2024 | 0.83% | 1.25 CHF | 1.26 CHF | 370,000 | 370,000 | 167,465 | 167,465 | 207,854 CHF | 209,535 CHF | 99.81% | 99.81% |
04/07/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 150,000 | 150,000 | 123,517 | 123,517 | 152,175 CHF | 153,410 CHF | 98.16% | 98.16% |
03/07/2024 | 0.81% | 1.22 CHF | 1.23 CHF | 360,000 | 360,000 | 158,661 | 158,661 | 199,344 CHF | 200,937 CHF | 98.90% | 98.90% |
02/07/2024 | 0.85% | 1.23 CHF | 1.24 CHF | 370,000 | 370,000 | 167,418 | 167,418 | 202,868 CHF | 204,549 CHF | 99.80% | 99.80% |