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 | 0.76% | 1.32 CHF | 1.33 CHF | 390,000 | 390,000 | 384,854 | 384,854 | 502,512 CHF | 506,361 CHF | 100.00% | 100.00% |
12/07/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 380,000 | 380,000 | 379,554 | 379,554 | 486,885 CHF | 490,681 CHF | 100.00% | 100.00% |
11/07/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 390,000 | 390,000 | 385,149 | 385,149 | 501,784 CHF | 505,638 CHF | 99.99% | 99.99% |
10/07/2024 | 0.72% | 1.35 CHF | 1.36 CHF | 390,000 | 390,000 | 399,253 | 399,253 | 552,712 CHF | 556,705 CHF | 100.00% | 100.00% |
09/07/2024 | 0.72% | 1.41 CHF | 1.42 CHF | 400,000 | 400,000 | 398,346 | 398,346 | 552,282 CHF | 556,266 CHF | 99.74% | 99.74% |
08/07/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 390,000 | 390,000 | 389,326 | 389,326 | 518,282 CHF | 522,175 CHF | 99.27% | 99.27% |
05/07/2024 | 0.76% | 1.34 CHF | 1.35 CHF | 390,000 | 390,000 | 388,728 | 388,728 | 510,808 CHF | 514,695 CHF | 99.99% | 99.99% |
04/07/2024 | 0.75% | 1.34 CHF | 1.35 CHF | 390,000 | 390,000 | 388,461 | 388,461 | 519,391 CHF | 523,276 CHF | 99.55% | 99.55% |
03/07/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 390,000 | 390,000 | 391,142 | 391,142 | 524,671 CHF | 528,583 CHF | 100.00% | 100.00% |
02/07/2024 | 0.72% | 1.36 CHF | 1.37 CHF | 400,000 | 400,000 | 400,828 | 400,828 | 551,617 CHF | 555,625 CHF | 99.37% | 99.37% |