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 | 0.59% | 1.72 CHF | 1.73 CHF | 390,000 | 390,000 | 384,854 | 384,854 | 653,440 CHF | 657,289 CHF | 100.00% | 100.00% |
12/07/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 380,000 | 380,000 | 379,554 | 379,554 | 635,655 CHF | 639,451 CHF | 100.00% | 100.00% |
11/07/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 390,000 | 390,000 | 385,153 | 385,153 | 652,534 CHF | 656,388 CHF | 99.98% | 99.98% |
10/07/2024 | 0.56% | 1.74 CHF | 1.75 CHF | 390,000 | 390,000 | 399,252 | 399,252 | 708,630 CHF | 712,623 CHF | 100.00% | 100.00% |
09/07/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 400,000 | 400,000 | 398,346 | 398,346 | 707,851 CHF | 711,835 CHF | 99.74% | 99.74% |
08/07/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 390,000 | 390,000 | 389,325 | 389,325 | 670,190 CHF | 674,083 CHF | 99.32% | 99.32% |
05/07/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 390,000 | 390,000 | 388,728 | 388,728 | 662,790 CHF | 666,677 CHF | 100.00% | 100.00% |
04/07/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 390,000 | 390,000 | 388,462 | 388,462 | 671,290 CHF | 675,175 CHF | 99.63% | 99.63% |
03/07/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 390,000 | 390,000 | 391,140 | 391,140 | 677,547 CHF | 681,459 CHF | 100.00% | 100.00% |
02/07/2024 | 0.56% | 1.75 CHF | 1.76 CHF | 400,000 | 400,000 | 400,828 | 400,828 | 707,830 CHF | 711,838 CHF | 99.37% | 99.37% |