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 | 0.98% | 1.03 CHF | 1.04 CHF | 390,000 | 390,000 | 384,853 | 384,853 | 389,700 CHF | 393,548 CHF | 100.00% | 100.00% |
12/07/2024 | 1.01% | 0.97 CHF | 0.98 CHF | 380,000 | 380,000 | 379,554 | 379,554 | 375,637 CHF | 379,433 CHF | 100.00% | 100.00% |
11/07/2024 | 0.99% | 1.00 CHF | 1.01 CHF | 390,000 | 390,000 | 385,157 | 385,157 | 388,973 CHF | 392,827 CHF | 100.00% | 100.00% |
10/07/2024 | 0.91% | 1.06 CHF | 1.07 CHF | 390,000 | 390,000 | 399,253 | 399,253 | 435,658 CHF | 439,651 CHF | 100.00% | 100.00% |
09/07/2024 | 0.91% | 1.11 CHF | 1.12 CHF | 400,000 | 400,000 | 398,346 | 398,346 | 435,698 CHF | 439,682 CHF | 99.73% | 99.73% |
08/07/2024 | 0.96% | 1.05 CHF | 1.06 CHF | 390,000 | 390,000 | 389,325 | 389,325 | 404,406 CHF | 408,299 CHF | 99.32% | 99.32% |
05/07/2024 | 0.98% | 1.05 CHF | 1.06 CHF | 390,000 | 390,000 | 388,725 | 388,725 | 396,692 CHF | 400,579 CHF | 100.00% | 100.00% |
04/07/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 390,000 | 390,000 | 388,462 | 388,462 | 405,682 CHF | 409,566 CHF | 99.65% | 99.65% |
03/07/2024 | 0.95% | 1.04 CHF | 1.05 CHF | 390,000 | 390,000 | 391,142 | 391,142 | 410,272 CHF | 414,184 CHF | 100.00% | 100.00% |
02/07/2024 | 0.92% | 1.07 CHF | 1.08 CHF | 400,000 | 400,000 | 400,829 | 400,829 | 434,642 CHF | 438,650 CHF | 99.38% | 99.38% |