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 | 0.71% | 1.42 CHF | 1.43 CHF | 390,000 | 390,000 | 384,853 | 384,853 | 540,186 CHF | 544,035 CHF | 100.00% | 100.00% |
12/07/2024 | 0.72% | 1.36 CHF | 1.37 CHF | 380,000 | 380,000 | 379,554 | 379,554 | 523,969 CHF | 527,764 CHF | 100.00% | 100.00% |
11/07/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 390,000 | 390,000 | 385,146 | 385,146 | 539,287 CHF | 543,141 CHF | 99.99% | 99.99% |
10/07/2024 | 0.67% | 1.45 CHF | 1.46 CHF | 390,000 | 390,000 | 399,251 | 399,251 | 591,203 CHF | 595,196 CHF | 100.00% | 100.00% |
09/07/2024 | 0.67% | 1.50 CHF | 1.51 CHF | 400,000 | 400,000 | 398,346 | 398,346 | 590,864 CHF | 594,848 CHF | 99.74% | 99.74% |
08/07/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 390,000 | 390,000 | 389,325 | 389,325 | 555,886 CHF | 559,779 CHF | 99.32% | 99.32% |
05/07/2024 | 0.71% | 1.44 CHF | 1.45 CHF | 390,000 | 390,000 | 388,724 | 388,724 | 548,315 CHF | 552,203 CHF | 100.00% | 100.00% |
04/07/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 390,000 | 390,000 | 388,461 | 388,461 | 557,187 CHF | 561,071 CHF | 99.59% | 99.59% |
03/07/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 390,000 | 390,000 | 391,141 | 391,141 | 562,762 CHF | 566,673 CHF | 100.00% | 100.00% |
02/07/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 400,000 | 400,000 | 400,830 | 400,830 | 590,483 CHF | 594,491 CHF | 99.38% | 99.38% |