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 | 0.77% | 1.24 CHF | 1.25 CHF | 150,000 | 150,000 | 140,472 | 140,472 | 182,188 CHF | 183,593 CHF | 100.00% | 100.00% |
12/07/2024 | 0.75% | 1.32 CHF | 1.33 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 186,211 CHF | 187,611 CHF | 100.00% | 100.00% |
11/07/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 140,000 | 140,000 | 139,903 | 139,903 | 181,565 CHF | 182,965 CHF | 100.00% | 100.00% |
10/07/2024 | 0.83% | 1.21 CHF | 1.22 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 179,063 CHF | 180,563 CHF | 99.99% | 99.99% |
09/07/2024 | 0.84% | 1.21 CHF | 1.22 CHF | 150,000 | 150,000 | 149,812 | 149,812 | 178,849 CHF | 180,349 CHF | 99.76% | 99.76% |
08/07/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 177,881 CHF | 179,381 CHF | 99.30% | 99.30% |
05/07/2024 | 0.85% | 1.18 CHF | 1.19 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 176,068 CHF | 177,568 CHF | 100.00% | 100.00% |
04/07/2024 | 0.87% | 1.16 CHF | 1.17 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 172,149 CHF | 173,649 CHF | 99.63% | 99.63% |
03/07/2024 | 0.92% | 1.08 CHF | 1.09 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 161,863 CHF | 163,363 CHF | 100.00% | 100.00% |
02/07/2024 | 0.94% | 1.06 CHF | 1.07 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 158,111 CHF | 159,611 CHF | 100.00% | 100.00% |