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 | 0.90% | 1.13 CHF | 1.14 CHF | 390,000 | 390,000 | 384,856 | 384,856 | 427,129 CHF | 430,977 CHF | 100.00% | 100.00% |
12/07/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 380,000 | 380,000 | 379,554 | 379,554 | 412,587 CHF | 416,382 CHF | 100.00% | 100.00% |
11/07/2024 | 0.90% | 1.10 CHF | 1.11 CHF | 390,000 | 390,000 | 385,150 | 385,150 | 426,344 CHF | 430,199 CHF | 100.00% | 100.00% |
10/07/2024 | 0.84% | 1.15 CHF | 1.16 CHF | 390,000 | 390,000 | 399,257 | 399,257 | 474,267 CHF | 478,260 CHF | 100.00% | 100.00% |
09/07/2024 | 0.84% | 1.21 CHF | 1.22 CHF | 400,000 | 400,000 | 398,346 | 398,346 | 474,428 CHF | 478,412 CHF | 99.74% | 99.74% |
08/07/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 390,000 | 390,000 | 389,326 | 389,326 | 442,143 CHF | 446,037 CHF | 99.32% | 99.32% |
05/07/2024 | 0.89% | 1.14 CHF | 1.15 CHF | 390,000 | 390,000 | 388,728 | 388,728 | 434,447 CHF | 438,334 CHF | 100.00% | 100.00% |
04/07/2024 | 0.87% | 1.14 CHF | 1.15 CHF | 390,000 | 390,000 | 388,462 | 388,462 | 443,655 CHF | 447,540 CHF | 99.63% | 99.63% |
03/07/2024 | 0.87% | 1.13 CHF | 1.14 CHF | 390,000 | 390,000 | 391,140 | 391,140 | 448,237 CHF | 452,148 CHF | 100.00% | 100.00% |
02/07/2024 | 0.84% | 1.16 CHF | 1.17 CHF | 400,000 | 400,000 | 400,828 | 400,828 | 473,609 CHF | 477,617 CHF | 99.38% | 99.38% |