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 | 1.61% | 0.63 CHF | 0.64 CHF | 390,000 | 390,000 | 384,851 | 384,851 | 237,787 CHF | 241,635 CHF | 99.99% | 99.99% |
12/07/2024 | 1.67% | 0.58 CHF | 0.59 CHF | 380,000 | 380,000 | 379,554 | 379,554 | 225,955 CHF | 229,750 CHF | 100.00% | 100.00% |
11/07/2024 | 1.61% | 0.61 CHF | 0.62 CHF | 390,000 | 390,000 | 385,133 | 385,133 | 237,308 CHF | 241,162 CHF | 99.99% | 99.99% |
10/07/2024 | 1.42% | 0.66 CHF | 0.67 CHF | 390,000 | 390,000 | 399,252 | 399,252 | 278,696 CHF | 282,689 CHF | 100.00% | 100.00% |
09/07/2024 | 1.42% | 0.72 CHF | 0.73 CHF | 400,000 | 400,000 | 398,346 | 398,346 | 279,334 CHF | 283,318 CHF | 99.73% | 99.73% |
08/07/2024 | 1.54% | 0.65 CHF | 0.66 CHF | 390,000 | 390,000 | 389,325 | 389,325 | 251,555 CHF | 255,448 CHF | 99.32% | 99.32% |
05/07/2024 | 1.58% | 0.66 CHF | 0.67 CHF | 390,000 | 390,000 | 388,725 | 388,725 | 243,937 CHF | 247,824 CHF | 100.00% | 100.00% |
04/07/2024 | 1.52% | 0.65 CHF | 0.66 CHF | 390,000 | 390,000 | 388,462 | 388,462 | 253,316 CHF | 257,201 CHF | 99.63% | 99.63% |
03/07/2024 | 1.51% | 0.64 CHF | 0.65 CHF | 390,000 | 390,000 | 391,140 | 391,140 | 256,561 CHF | 260,472 CHF | 100.00% | 100.00% |
02/07/2024 | 1.44% | 0.68 CHF | 0.69 CHF | 400,000 | 400,000 | 400,828 | 400,828 | 277,657 CHF | 281,665 CHF | 99.38% | 99.38% |