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 | 0.70% | 1.43 CHF | 1.44 CHF | 260,000 | 260,000 | 260,000 | 260,000 | 369,935 CHF | 372,535 CHF | 99.99% | 99.99% |
12/07/2024 | 0.66% | 1.49 CHF | 1.50 CHF | 260,000 | 260,000 | 260,000 | 260,000 | 394,383 CHF | 396,983 CHF | 100.00% | 100.00% |
11/07/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 260,000 | 260,000 | 260,000 | 260,000 | 378,573 CHF | 381,173 CHF | 99.96% | 99.96% |
10/07/2024 | 0.71% | 1.46 CHF | 1.47 CHF | 260,000 | 260,000 | 260,000 | 260,000 | 363,020 CHF | 365,620 CHF | 100.00% | 100.00% |
09/07/2024 | 0.69% | 1.48 CHF | 1.49 CHF | 260,000 | 260,000 | 259,120 | 259,120 | 376,263 CHF | 378,863 CHF | 99.99% | 99.99% |
08/07/2024 | 0.67% | 1.52 CHF | 1.53 CHF | 260,000 | 260,000 | 259,539 | 259,539 | 387,885 CHF | 390,485 CHF | 99.99% | 99.99% |
05/07/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 260,000 | 260,000 | 260,000 | 260,000 | 421,775 CHF | 424,375 CHF | 100.00% | 100.00% |
04/07/2024 | 0.63% | 1.63 CHF | 1.64 CHF | 260,000 | 260,000 | 260,000 | 260,000 | 411,506 CHF | 414,106 CHF | 100.00% | 100.00% |
03/07/2024 | 0.65% | 1.53 CHF | 1.54 CHF | 260,000 | 260,000 | 260,000 | 260,000 | 401,577 CHF | 404,177 CHF | 100.00% | 100.00% |
02/07/2024 | 0.62% | 1.57 CHF | 1.58 CHF | 260,000 | 260,000 | 260,000 | 260,000 | 418,044 CHF | 420,644 CHF | 99.99% | 99.99% |