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 | 0.80% | 1.32 CHF | 1.33 CHF | 260,000 | 260,000 | 147,660 | 147,660 | 190,029 CHF | 191,512 CHF | 100.00% | 100.00% |
12/07/2024 | 0.80% | 1.29 CHF | 1.30 CHF | 270,000 | 270,000 | 148,925 | 148,925 | 191,533 CHF | 193,029 CHF | 100.00% | 100.00% |
11/07/2024 | 0.74% | 1.31 CHF | 1.32 CHF | 260,000 | 260,000 | 145,261 | 145,261 | 199,528 CHF | 200,986 CHF | 99.88% | 99.88% |
10/07/2024 | 0.75% | 1.38 CHF | 1.39 CHF | 260,000 | 260,000 | 145,111 | 145,111 | 199,745 CHF | 201,202 CHF | 100.00% | 100.00% |
09/07/2024 | 0.75% | 1.38 CHF | 1.39 CHF | 260,000 | 260,000 | 144,830 | 144,830 | 199,191 CHF | 200,648 CHF | 99.98% | 99.98% |
08/07/2024 | 0.75% | 1.37 CHF | 1.38 CHF | 260,000 | 260,000 | 144,990 | 144,990 | 199,223 CHF | 200,680 CHF | 99.80% | 99.80% |
05/07/2024 | 0.77% | 1.39 CHF | 1.40 CHF | 260,000 | 260,000 | 147,675 | 147,675 | 198,221 CHF | 199,704 CHF | 99.61% | 99.61% |
04/07/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 140,000 | 140,000 | 124,049 | 124,049 | 163,182 CHF | 164,423 CHF | 100.00% | 100.00% |
03/07/2024 | 0.79% | 1.30 CHF | 1.31 CHF | 270,000 | 270,000 | 149,629 | 149,629 | 194,379 CHF | 195,882 CHF | 100.00% | 100.00% |
02/07/2024 | 0.82% | 1.27 CHF | 1.28 CHF | 270,000 | 270,000 | 149,619 | 149,619 | 187,312 CHF | 188,814 CHF | 99.98% | 99.98% |