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 | 0.81% | 1.29 CHF | 1.30 CHF | 250,000 | 250,000 | 147,841 | 147,841 | 188,012 CHF | 189,497 CHF | 91.50% | 91.50% |
12/07/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 260,000 | 260,000 | 143,750 | 143,750 | 183,761 CHF | 185,204 CHF | 97.70% | 97.70% |
11/07/2024 | 0.75% | 1.28 CHF | 1.29 CHF | 260,000 | 260,000 | 138,756 | 138,756 | 187,941 CHF | 189,334 CHF | 99.50% | 99.50% |
10/07/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 250,000 | 250,000 | 137,532 | 137,532 | 185,159 CHF | 186,540 CHF | 99.66% | 99.66% |
09/07/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 250,000 | 250,000 | 135,325 | 135,325 | 187,744 CHF | 189,105 CHF | 98.10% | 98.10% |
08/07/2024 | 0.74% | 1.38 CHF | 1.39 CHF | 250,000 | 250,000 | 137,334 | 137,334 | 191,475 CHF | 192,855 CHF | 99.80% | 99.80% |
05/07/2024 | 0.76% | 1.39 CHF | 1.40 CHF | 250,000 | 250,000 | 139,730 | 139,730 | 190,080 CHF | 191,482 CHF | 84.91% | 84.91% |
04/07/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 130,000 | 130,000 | 114,289 | 114,289 | 154,131 CHF | 155,274 CHF | 98.32% | 98.32% |
03/07/2024 | 0.77% | 1.34 CHF | 1.35 CHF | 250,000 | 250,000 | 138,890 | 138,890 | 185,011 CHF | 186,406 CHF | 96.78% | 96.78% |
02/07/2024 | 0.79% | 1.31 CHF | 1.32 CHF | 250,000 | 250,000 | 141,991 | 141,991 | 185,616 CHF | 187,042 CHF | 89.68% | 89.68% |