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 | 0.66% | 1.52 CHF | 1.53 CHF | 390,000 | 390,000 | 384,856 | 384,856 | 577,829 CHF | 581,678 CHF | 100.00% | 100.00% |
12/07/2024 | 0.67% | 1.46 CHF | 1.47 CHF | 380,000 | 380,000 | 379,554 | 379,554 | 561,015 CHF | 564,810 CHF | 100.00% | 100.00% |
11/07/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 390,000 | 390,000 | 385,164 | 385,164 | 576,779 CHF | 580,633 CHF | 100.00% | 100.00% |
10/07/2024 | 0.63% | 1.55 CHF | 1.56 CHF | 390,000 | 390,000 | 399,257 | 399,257 | 629,910 CHF | 633,903 CHF | 100.00% | 100.00% |
09/07/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 400,000 | 400,000 | 398,346 | 398,346 | 629,649 CHF | 633,632 CHF | 99.73% | 99.73% |
08/07/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 390,000 | 390,000 | 389,326 | 389,326 | 593,854 CHF | 597,747 CHF | 99.31% | 99.31% |
05/07/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 390,000 | 390,000 | 388,728 | 388,728 | 586,050 CHF | 589,937 CHF | 100.00% | 100.00% |
04/07/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 390,000 | 390,000 | 388,462 | 388,462 | 595,090 CHF | 598,975 CHF | 99.65% | 99.65% |
03/07/2024 | 0.65% | 1.52 CHF | 1.53 CHF | 390,000 | 390,000 | 391,140 | 391,140 | 600,730 CHF | 604,641 CHF | 100.00% | 100.00% |
02/07/2024 | 0.63% | 1.55 CHF | 1.56 CHF | 400,000 | 400,000 | 400,829 | 400,829 | 629,453 CHF | 633,462 CHF | 99.38% | 99.38% |