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% | 1.34 CHF | 1.35 CHF | 360,000 | 360,000 | 160,325 | 160,325 | 214,954 CHF | 216,567 CHF | 99.97% | 99.97% |
12/07/2024 | 0.76% | 1.35 CHF | 1.36 CHF | 360,000 | 360,000 | 160,579 | 160,579 | 215,912 CHF | 217,526 CHF | 100.00% | 100.00% |
11/07/2024 | 0.72% | 1.36 CHF | 1.37 CHF | 360,000 | 360,000 | 156,914 | 156,914 | 224,403 CHF | 225,986 CHF | 100.00% | 100.00% |
10/07/2024 | 0.71% | 1.42 CHF | 1.43 CHF | 350,000 | 350,000 | 156,035 | 156,035 | 226,283 CHF | 227,851 CHF | 100.00% | 100.00% |
09/07/2024 | 0.71% | 1.46 CHF | 1.47 CHF | 350,000 | 350,000 | 155,806 | 155,806 | 226,847 CHF | 228,414 CHF | 100.00% | 100.00% |
08/07/2024 | 0.71% | 1.45 CHF | 1.46 CHF | 350,000 | 350,000 | 155,914 | 155,914 | 227,179 CHF | 228,746 CHF | 100.00% | 100.00% |
05/07/2024 | 0.72% | 1.46 CHF | 1.47 CHF | 350,000 | 350,000 | 156,277 | 156,277 | 225,489 CHF | 227,057 CHF | 99.81% | 99.81% |
04/07/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 140,000 | 140,000 | 113,553 | 113,553 | 162,662 CHF | 163,797 CHF | 98.01% | 98.01% |
03/07/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 350,000 | 350,000 | 153,247 | 153,247 | 223,560 CHF | 225,100 CHF | 98.35% | 98.35% |
02/07/2024 | 0.73% | 1.43 CHF | 1.44 CHF | 360,000 | 360,000 | 160,066 | 160,066 | 226,028 CHF | 227,635 CHF | 99.69% | 99.69% |