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 | 0.52% | 1.95 CHF | 1.96 CHF | 390,000 | 390,000 | 384,853 | 384,853 | 742,555 CHF | 746,403 CHF | 99.98% | 99.98% |
12/07/2024 | 0.52% | 1.89 CHF | 1.90 CHF | 380,000 | 380,000 | 379,554 | 379,554 | 723,240 CHF | 727,036 CHF | 100.00% | 100.00% |
11/07/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 390,000 | 390,000 | 385,158 | 385,158 | 741,453 CHF | 745,307 CHF | 99.99% | 99.99% |
10/07/2024 | 0.50% | 1.97 CHF | 1.98 CHF | 390,000 | 390,000 | 399,253 | 399,253 | 800,692 CHF | 804,684 CHF | 100.00% | 100.00% |
09/07/2024 | 0.50% | 2.03 CHF | 2.04 CHF | 400,000 | 400,000 | 398,347 | 398,347 | 801,430 CHF | 805,413 CHF | 99.76% | 99.76% |
08/07/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 390,000 | 390,000 | 389,326 | 389,326 | 761,635 CHF | 765,528 CHF | 99.31% | 99.31% |
05/07/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 390,000 | 390,000 | 388,728 | 388,728 | 754,076 CHF | 757,964 CHF | 100.00% | 100.00% |
04/07/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 390,000 | 390,000 | 388,462 | 388,462 | 762,918 CHF | 766,803 CHF | 99.65% | 99.65% |
03/07/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 390,000 | 390,000 | 391,142 | 391,142 | 769,846 CHF | 773,757 CHF | 100.00% | 100.00% |
02/07/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 400,000 | 400,000 | 400,829 | 400,829 | 802,736 CHF | 806,744 CHF | 99.38% | 99.38% |