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 | 0.73% | 1.34 CHF | 1.35 CHF | 52,000 | 52,000 | 52,000 | 52,000 | 71,183 CHF | 71,703 CHF | 100.00% | 100.00% |
12/07/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 52,000 | 52,000 | 52,000 | 52,000 | 70,838 CHF | 71,358 CHF | 100.00% | 100.00% |
11/07/2024 | 0.76% | 1.34 CHF | 1.35 CHF | 53,000 | 53,000 | 52,954 | 52,954 | 69,884 CHF | 70,414 CHF | 99.82% | 99.82% |
10/07/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 53,000 | 53,000 | 53,011 | 53,011 | 67,540 CHF | 68,070 CHF | 100.00% | 100.00% |
09/07/2024 | 0.78% | 1.24 CHF | 1.25 CHF | 54,000 | 54,000 | 53,067 | 53,067 | 67,375 CHF | 67,905 CHF | 99.77% | 99.77% |
08/07/2024 | 0.74% | 1.28 CHF | 1.29 CHF | 53,000 | 53,000 | 52,981 | 52,981 | 71,068 CHF | 71,598 CHF | 100.00% | 100.00% |
05/07/2024 | 0.74% | 1.32 CHF | 1.33 CHF | 53,000 | 53,000 | 52,523 | 52,523 | 71,095 CHF | 71,620 CHF | 99.81% | 99.81% |
04/07/2024 | 0.74% | 1.37 CHF | 1.38 CHF | 52,000 | 52,000 | 52,688 | 52,688 | 71,219 CHF | 71,746 CHF | 100.00% | 100.00% |
03/07/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 53,000 | 53,000 | 53,000 | 53,000 | 68,342 CHF | 68,872 CHF | 99.99% | 99.99% |
02/07/2024 | 0.81% | 1.26 CHF | 1.27 CHF | 53,000 | 53,000 | 53,930 | 53,930 | 66,503 CHF | 67,043 CHF | 100.00% | 100.00% |