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 | 0.58% | 1.75 CHF | 1.76 CHF | 390,000 | 390,000 | 384,853 | 384,853 | 664,675 CHF | 668,523 CHF | 100.00% | 100.00% |
12/07/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 380,000 | 380,000 | 379,554 | 379,554 | 646,710 CHF | 650,506 CHF | 100.00% | 100.00% |
11/07/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 390,000 | 390,000 | 385,153 | 385,153 | 663,837 CHF | 667,691 CHF | 99.99% | 99.99% |
10/07/2024 | 0.55% | 1.77 CHF | 1.78 CHF | 390,000 | 390,000 | 399,253 | 399,253 | 720,578 CHF | 724,571 CHF | 100.00% | 100.00% |
09/07/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 400,000 | 400,000 | 398,347 | 398,347 | 721,288 CHF | 725,272 CHF | 99.77% | 99.77% |
08/07/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 390,000 | 390,000 | 389,325 | 389,325 | 683,549 CHF | 687,442 CHF | 99.26% | 99.26% |
05/07/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 390,000 | 390,000 | 388,724 | 388,724 | 675,806 CHF | 679,693 CHF | 100.00% | 100.00% |
04/07/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 390,000 | 390,000 | 388,460 | 388,460 | 684,794 CHF | 688,678 CHF | 99.54% | 99.54% |
03/07/2024 | 0.56% | 1.75 CHF | 1.76 CHF | 390,000 | 390,000 | 391,141 | 391,141 | 691,123 CHF | 695,034 CHF | 100.00% | 100.00% |
02/07/2024 | 0.55% | 1.78 CHF | 1.79 CHF | 400,000 | 400,000 | 400,830 | 400,830 | 722,392 CHF | 726,400 CHF | 99.38% | 99.38% |