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 | 0.53% | 1.91 CHF | 1.92 CHF | 390,000 | 390,000 | 384,854 | 384,854 | 728,992 CHF | 732,840 CHF | 100.00% | 100.00% |
12/07/2024 | 0.53% | 1.85 CHF | 1.86 CHF | 380,000 | 380,000 | 379,554 | 379,554 | 710,101 CHF | 713,897 CHF | 100.00% | 100.00% |
11/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 390,000 | 390,000 | 385,161 | 385,161 | 727,860 CHF | 731,715 CHF | 100.00% | 100.00% |
10/07/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 390,000 | 390,000 | 399,251 | 399,251 | 786,420 CHF | 790,413 CHF | 100.00% | 100.00% |
09/07/2024 | 0.51% | 1.99 CHF | 2.00 CHF | 400,000 | 400,000 | 398,346 | 398,346 | 785,562 CHF | 789,546 CHF | 99.74% | 99.74% |
08/07/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 390,000 | 390,000 | 389,325 | 389,325 | 745,956 CHF | 749,849 CHF | 99.27% | 99.27% |
05/07/2024 | 0.53% | 1.93 CHF | 1.94 CHF | 390,000 | 390,000 | 388,724 | 388,724 | 738,366 CHF | 742,253 CHF | 100.00% | 100.00% |
04/07/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 390,000 | 390,000 | 388,461 | 388,461 | 747,212 CHF | 751,097 CHF | 99.59% | 99.59% |
03/07/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 390,000 | 390,000 | 391,141 | 391,141 | 754,015 CHF | 757,926 CHF | 100.00% | 100.00% |
02/07/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 400,000 | 400,000 | 400,828 | 400,828 | 786,039 CHF | 790,048 CHF | 99.38% | 99.38% |