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 | 0.60% | 1.73 CHF | 1.74 CHF | 210,000 | 210,000 | 95,475 | 95,475 | 164,363 CHF | 165,321 CHF | 99.94% | 99.94% |
12/07/2024 | 0.61% | 1.79 CHF | 1.80 CHF | 200,000 | 200,000 | 95,053 | 95,053 | 162,638 CHF | 163,592 CHF | 100.00% | 100.00% |
11/07/2024 | 0.60% | 1.71 CHF | 1.72 CHF | 210,000 | 210,000 | 90,087 | 90,087 | 156,256 CHF | 157,164 CHF | 99.99% | 99.99% |
10/07/2024 | 0.63% | 1.72 CHF | 1.73 CHF | 210,000 | 210,000 | 94,577 | 94,577 | 158,375 CHF | 159,327 CHF | 100.00% | 100.00% |
09/07/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 210,000 | 210,000 | 95,693 | 95,693 | 155,631 CHF | 156,594 CHF | 99.51% | 99.51% |
08/07/2024 | 0.67% | 1.54 CHF | 1.55 CHF | 220,000 | 220,000 | 98,039 | 98,039 | 151,121 CHF | 152,106 CHF | 99.74% | 99.74% |
05/07/2024 | 0.75% | 1.48 CHF | 1.49 CHF | 220,000 | 220,000 | 99,605 | 99,605 | 138,039 CHF | 139,040 CHF | 99.38% | 99.38% |
04/07/2024 | 0.75% | 1.31 CHF | 1.32 CHF | 80,000 | 80,000 | 69,476 | 69,476 | 92,389 CHF | 93,084 CHF | 97.59% | 97.59% |
03/07/2024 | 0.77% | 1.33 CHF | 1.34 CHF | 230,000 | 230,000 | 97,380 | 97,380 | 129,051 CHF | 130,029 CHF | 96.08% | 96.08% |
02/07/2024 | 0.87% | 1.22 CHF | 1.23 CHF | 250,000 | 250,000 | 110,048 | 110,048 | 131,082 CHF | 132,187 CHF | 99.33% | 99.33% |