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 | 0.62% | 1.62 CHF | 1.63 CHF | 390,000 | 390,000 | 384,854 | 384,854 | 616,079 CHF | 619,928 CHF | 100.00% | 100.00% |
12/07/2024 | 0.63% | 1.56 CHF | 1.57 CHF | 380,000 | 380,000 | 379,554 | 379,554 | 598,724 CHF | 602,519 CHF | 100.00% | 100.00% |
11/07/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 390,000 | 390,000 | 385,159 | 385,159 | 615,001 CHF | 618,855 CHF | 100.00% | 100.00% |
10/07/2024 | 0.59% | 1.64 CHF | 1.65 CHF | 390,000 | 390,000 | 399,256 | 399,256 | 669,478 CHF | 673,470 CHF | 100.00% | 100.00% |
09/07/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 400,000 | 400,000 | 398,346 | 398,346 | 669,142 CHF | 673,126 CHF | 99.73% | 99.73% |
08/07/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 390,000 | 390,000 | 389,326 | 389,326 | 632,441 CHF | 636,334 CHF | 99.31% | 99.31% |
05/07/2024 | 0.62% | 1.63 CHF | 1.64 CHF | 390,000 | 390,000 | 388,728 | 388,728 | 624,715 CHF | 628,602 CHF | 100.00% | 100.00% |
04/07/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 390,000 | 390,000 | 388,461 | 388,461 | 633,637 CHF | 637,521 CHF | 99.57% | 99.57% |
03/07/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 390,000 | 390,000 | 391,141 | 391,141 | 639,058 CHF | 642,970 CHF | 100.00% | 100.00% |
02/07/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 400,000 | 400,000 | 400,828 | 400,828 | 668,771 CHF | 672,779 CHF | 99.38% | 99.38% |