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 | 0.55% | 1.85 CHF | 1.86 CHF | 390,000 | 390,000 | 384,854 | 384,854 | 703,418 CHF | 707,267 CHF | 100.00% | 100.00% |
12/07/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 380,000 | 380,000 | 379,554 | 379,554 | 684,829 CHF | 688,624 CHF | 100.00% | 100.00% |
11/07/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 390,000 | 390,000 | 385,154 | 385,154 | 702,459 CHF | 706,313 CHF | 99.99% | 99.99% |
10/07/2024 | 0.52% | 1.87 CHF | 1.88 CHF | 390,000 | 390,000 | 399,253 | 399,253 | 760,540 CHF | 764,533 CHF | 100.00% | 100.00% |
09/07/2024 | 0.52% | 1.93 CHF | 1.94 CHF | 400,000 | 400,000 | 398,347 | 398,347 | 761,156 CHF | 765,140 CHF | 99.77% | 99.77% |
08/07/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 390,000 | 390,000 | 389,325 | 389,325 | 722,488 CHF | 726,381 CHF | 99.26% | 99.26% |
05/07/2024 | 0.54% | 1.87 CHF | 1.88 CHF | 390,000 | 390,000 | 388,728 | 388,728 | 714,763 CHF | 718,650 CHF | 100.00% | 100.00% |
04/07/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 390,000 | 390,000 | 388,461 | 388,461 | 723,680 CHF | 727,565 CHF | 99.60% | 99.60% |
03/07/2024 | 0.53% | 1.85 CHF | 1.86 CHF | 390,000 | 390,000 | 391,142 | 391,142 | 730,296 CHF | 734,207 CHF | 100.00% | 100.00% |
02/07/2024 | 0.52% | 1.88 CHF | 1.89 CHF | 400,000 | 400,000 | 400,828 | 400,828 | 762,424 CHF | 766,432 CHF | 99.38% | 99.38% |