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 | 0.82% | 1.23 CHF | 1.24 CHF | 390,000 | 390,000 | 384,853 | 384,853 | 464,948 CHF | 468,796 CHF | 100.00% | 100.00% |
12/07/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 380,000 | 380,000 | 379,554 | 379,554 | 449,501 CHF | 453,296 CHF | 100.00% | 100.00% |
11/07/2024 | 0.83% | 1.20 CHF | 1.21 CHF | 390,000 | 390,000 | 385,156 | 385,156 | 463,859 CHF | 467,713 CHF | 99.99% | 99.99% |
10/07/2024 | 0.77% | 1.25 CHF | 1.26 CHF | 390,000 | 390,000 | 399,253 | 399,253 | 513,312 CHF | 517,304 CHF | 100.00% | 100.00% |
09/07/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 400,000 | 400,000 | 398,346 | 398,346 | 513,121 CHF | 517,105 CHF | 99.74% | 99.74% |
08/07/2024 | 0.81% | 1.24 CHF | 1.25 CHF | 390,000 | 390,000 | 389,325 | 389,325 | 480,022 CHF | 483,915 CHF | 99.30% | 99.30% |
05/07/2024 | 0.82% | 1.24 CHF | 1.25 CHF | 390,000 | 390,000 | 388,725 | 388,725 | 472,558 CHF | 476,445 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 390,000 | 390,000 | 388,462 | 388,462 | 481,304 CHF | 485,189 CHF | 99.64% | 99.64% |
03/07/2024 | 0.80% | 1.23 CHF | 1.24 CHF | 390,000 | 390,000 | 391,142 | 391,142 | 486,183 CHF | 490,095 CHF | 100.00% | 100.00% |
02/07/2024 | 0.78% | 1.26 CHF | 1.27 CHF | 400,000 | 400,000 | 400,828 | 400,828 | 512,544 CHF | 516,553 CHF | 99.37% | 99.37% |