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 | 0.67% | 1.62 CHF | 1.63 CHF | 140,000 | 140,000 | 80,965 | 80,965 | 126,068 CHF | 126,881 CHF | 99.78% | 99.78% |
12/07/2024 | 0.66% | 1.56 CHF | 1.57 CHF | 150,000 | 150,000 | 82,221 | 82,221 | 128,018 CHF | 128,843 CHF | 99.74% | 99.74% |
11/07/2024 | 0.59% | 1.60 CHF | 1.61 CHF | 140,000 | 140,000 | 78,417 | 78,417 | 134,819 CHF | 135,606 CHF | 99.79% | 99.79% |
10/07/2024 | 0.60% | 1.72 CHF | 1.73 CHF | 140,000 | 140,000 | 78,521 | 78,521 | 135,136 CHF | 135,924 CHF | 99.96% | 99.96% |
09/07/2024 | 0.60% | 1.72 CHF | 1.73 CHF | 140,000 | 140,000 | 78,359 | 78,359 | 134,411 CHF | 135,199 CHF | 99.83% | 99.83% |
08/07/2024 | 0.60% | 1.70 CHF | 1.71 CHF | 140,000 | 140,000 | 78,542 | 78,542 | 133,814 CHF | 134,603 CHF | 99.45% | 99.45% |
05/07/2024 | 0.64% | 1.73 CHF | 1.74 CHF | 140,000 | 140,000 | 78,479 | 78,479 | 127,913 CHF | 128,700 CHF | 99.26% | 99.26% |
04/07/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 70,000 | 70,000 | 64,683 | 64,683 | 101,899 CHF | 102,546 CHF | 100.00% | 100.00% |
03/07/2024 | 0.67% | 1.56 CHF | 1.57 CHF | 140,000 | 140,000 | 80,375 | 80,375 | 124,019 CHF | 124,826 CHF | 100.00% | 100.00% |
02/07/2024 | 0.71% | 1.49 CHF | 1.50 CHF | 150,000 | 150,000 | 82,078 | 82,078 | 119,597 CHF | 120,422 CHF | 100.00% | 100.00% |