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 | 0.57% | 1.76 CHF | 1.77 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 227,745 CHF | 229,045 CHF | 100.00% | 100.00% |
12/07/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 227,564 CHF | 228,864 CHF | 100.00% | 100.00% |
11/07/2024 | 0.58% | 1.72 CHF | 1.73 CHF | 130,000 | 130,000 | 129,886 | 129,886 | 224,372 CHF | 225,672 CHF | 100.00% | 100.00% |
10/07/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 130,000 | 130,000 | 131,475 | 131,475 | 223,296 CHF | 224,611 CHF | 100.00% | 100.00% |
09/07/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 140,000 | 140,000 | 134,760 | 134,760 | 227,493 CHF | 228,841 CHF | 100.00% | 100.00% |
08/07/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 229,334 CHF | 230,634 CHF | 100.00% | 100.00% |
05/07/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 227,604 CHF | 228,904 CHF | 99.99% | 99.99% |
04/07/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 130,000 | 130,000 | 130,000 | 130,000 | 228,143 CHF | 229,443 CHF | 100.00% | 100.00% |
03/07/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 130,000 | 130,000 | 130,129 | 130,129 | 222,096 CHF | 223,397 CHF | 100.00% | 100.00% |
02/07/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 140,000 | 140,000 | 140,000 | 140,000 | 229,934 CHF | 231,334 CHF | 100.00% | 100.00% |