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 | 0.67% | 1.58 CHF | 1.59 CHF | 240,000 | 240,000 | 135,825 | 135,825 | 209,578 CHF | 210,942 CHF | 98.17% | 98.17% |
12/07/2024 | 0.67% | 1.54 CHF | 1.55 CHF | 250,000 | 250,000 | 136,682 | 136,682 | 210,720 CHF | 212,092 CHF | 99.55% | 99.55% |
11/07/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 240,000 | 240,000 | 132,973 | 132,973 | 217,425 CHF | 218,760 CHF | 99.85% | 99.85% |
10/07/2024 | 0.63% | 1.64 CHF | 1.65 CHF | 240,000 | 240,000 | 132,979 | 132,979 | 217,715 CHF | 219,050 CHF | 99.86% | 99.86% |
09/07/2024 | 0.63% | 1.64 CHF | 1.65 CHF | 240,000 | 240,000 | 131,713 | 131,713 | 215,407 CHF | 216,731 CHF | 98.80% | 98.80% |
08/07/2024 | 0.63% | 1.63 CHF | 1.64 CHF | 240,000 | 240,000 | 133,067 | 133,067 | 216,279 CHF | 217,616 CHF | 99.36% | 99.36% |
05/07/2024 | 0.65% | 1.64 CHF | 1.65 CHF | 240,000 | 240,000 | 131,654 | 131,654 | 208,690 CHF | 210,011 CHF | 97.00% | 97.00% |
04/07/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 120,000 | 120,000 | 109,520 | 109,520 | 170,444 CHF | 171,539 CHF | 99.76% | 99.76% |
03/07/2024 | 0.67% | 1.55 CHF | 1.56 CHF | 240,000 | 240,000 | 135,360 | 135,360 | 208,232 CHF | 209,592 CHF | 100.00% | 100.00% |
02/07/2024 | 0.69% | 1.51 CHF | 1.52 CHF | 250,000 | 250,000 | 137,805 | 137,805 | 204,704 CHF | 206,088 CHF | 99.61% | 99.61% |