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 | 0.84% | 1.24 CHF | 1.25 CHF | 440,000 | 440,000 | 195,182 | 195,182 | 241,469 CHF | 243,433 CHF | 99.98% | 99.98% |
12/07/2024 | 0.83% | 1.24 CHF | 1.25 CHF | 440,000 | 440,000 | 195,463 | 195,463 | 242,427 CHF | 244,391 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 440,000 | 440,000 | 193,827 | 193,827 | 253,535 CHF | 255,491 CHF | 100.00% | 100.00% |
10/07/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 430,000 | 430,000 | 191,839 | 191,839 | 254,379 CHF | 256,306 CHF | 100.00% | 100.00% |
09/07/2024 | 0.78% | 1.33 CHF | 1.34 CHF | 430,000 | 430,000 | 193,052 | 193,052 | 256,751 CHF | 258,693 CHF | 100.00% | 100.00% |
08/07/2024 | 0.78% | 1.33 CHF | 1.34 CHF | 430,000 | 430,000 | 193,175 | 193,175 | 257,001 CHF | 258,944 CHF | 100.00% | 100.00% |
05/07/2024 | 0.78% | 1.33 CHF | 1.34 CHF | 430,000 | 430,000 | 193,541 | 193,541 | 255,262 CHF | 257,204 CHF | 99.44% | 99.44% |
04/07/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 180,000 | 180,000 | 142,828 | 142,828 | 187,199 CHF | 188,627 CHF | 97.90% | 97.90% |
03/07/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 430,000 | 430,000 | 187,616 | 187,616 | 249,981 CHF | 251,866 CHF | 97.08% | 97.08% |
02/07/2024 | 0.79% | 1.31 CHF | 1.32 CHF | 430,000 | 430,000 | 189,962 | 189,962 | 245,773 CHF | 247,680 CHF | 97.98% | 97.98% |