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 | 0.79% | 1.21 CHF | 1.22 CHF | 150,000 | 150,000 | 140,473 | 140,473 | 177,421 CHF | 178,825 CHF | 100.00% | 100.00% |
12/07/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 181,418 CHF | 182,818 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 140,000 | 140,000 | 139,898 | 139,898 | 176,556 CHF | 177,956 CHF | 99.99% | 99.99% |
10/07/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 173,773 CHF | 175,273 CHF | 100.00% | 100.00% |
09/07/2024 | 0.86% | 1.17 CHF | 1.18 CHF | 150,000 | 150,000 | 149,807 | 149,807 | 173,409 CHF | 174,909 CHF | 99.73% | 99.73% |
08/07/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 172,759 CHF | 174,259 CHF | 99.32% | 99.32% |
05/07/2024 | 0.88% | 1.14 CHF | 1.15 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 170,653 CHF | 172,153 CHF | 100.00% | 100.00% |
04/07/2024 | 0.90% | 1.12 CHF | 1.13 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 166,797 CHF | 168,297 CHF | 99.66% | 99.66% |
03/07/2024 | 0.96% | 1.04 CHF | 1.05 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 156,339 CHF | 157,839 CHF | 100.00% | 100.00% |
02/07/2024 | 0.98% | 1.02 CHF | 1.03 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 152,526 CHF | 154,026 CHF | 99.99% | 99.99% |