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 | 0.71% | 1.34 CHF | 1.35 CHF | 150,000 | 150,000 | 140,473 | 140,473 | 196,388 CHF | 197,792 CHF | 100.00% | 100.00% |
12/07/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 200,363 CHF | 201,763 CHF | 100.00% | 100.00% |
11/07/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 140,000 | 140,000 | 139,900 | 139,900 | 195,552 CHF | 196,952 CHF | 100.00% | 100.00% |
10/07/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 194,063 CHF | 195,563 CHF | 99.99% | 99.99% |
09/07/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 150,000 | 150,000 | 149,810 | 149,810 | 193,938 CHF | 195,438 CHF | 99.76% | 99.76% |
08/07/2024 | 0.77% | 1.29 CHF | 1.30 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 193,071 CHF | 194,571 CHF | 99.26% | 99.26% |
05/07/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 191,198 CHF | 192,698 CHF | 100.00% | 100.00% |
04/07/2024 | 0.80% | 1.26 CHF | 1.27 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 187,155 CHF | 188,655 CHF | 99.54% | 99.54% |
03/07/2024 | 0.84% | 1.18 CHF | 1.19 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 176,863 CHF | 178,363 CHF | 100.00% | 100.00% |
02/07/2024 | 0.86% | 1.16 CHF | 1.17 CHF | 150,000 | 150,000 | 150,000 | 150,000 | 173,257 CHF | 174,757 CHF | 100.00% | 100.00% |