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 | 0.56% | 1.81 CHF | 1.82 CHF | 390,000 | 390,000 | 384,854 | 384,854 | 691,282 CHF | 695,131 CHF | 100.00% | 100.00% |
12/07/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 380,000 | 380,000 | 379,554 | 379,554 | 673,026 CHF | 676,821 CHF | 100.00% | 100.00% |
11/07/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 390,000 | 390,000 | 385,171 | 385,171 | 690,454 CHF | 694,308 CHF | 100.00% | 100.00% |
10/07/2024 | 0.53% | 1.84 CHF | 1.85 CHF | 390,000 | 390,000 | 399,258 | 399,258 | 747,819 CHF | 751,812 CHF | 100.00% | 100.00% |
09/07/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 400,000 | 400,000 | 398,346 | 398,346 | 746,489 CHF | 750,472 CHF | 99.74% | 99.74% |
08/07/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 390,000 | 390,000 | 389,325 | 389,325 | 707,873 CHF | 711,766 CHF | 99.30% | 99.30% |
05/07/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 390,000 | 390,000 | 388,728 | 388,728 | 700,506 CHF | 704,394 CHF | 100.00% | 100.00% |
04/07/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 390,000 | 390,000 | 388,462 | 388,462 | 709,044 CHF | 712,929 CHF | 99.64% | 99.64% |
03/07/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 390,000 | 390,000 | 391,141 | 391,141 | 715,556 CHF | 719,468 CHF | 100.00% | 100.00% |
02/07/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 400,000 | 400,000 | 400,828 | 400,828 | 746,730 CHF | 750,738 CHF | 99.38% | 99.38% |