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 | 0.63% | 1.55 CHF | 1.56 CHF | 149,000 | 149,000 | 146,295 | 146,295 | 230,373 CHF | 231,836 CHF | 100.00% | 100.00% |
12/07/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 145,000 | 145,000 | 146,079 | 146,079 | 230,224 CHF | 231,685 CHF | 100.00% | 100.00% |
11/07/2024 | 0.62% | 1.63 CHF | 1.64 CHF | 145,000 | 145,000 | 144,870 | 144,870 | 234,463 CHF | 235,913 CHF | 100.00% | 100.00% |
10/07/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 145,000 | 145,000 | 145,000 | 145,000 | 231,508 CHF | 232,958 CHF | 100.00% | 100.00% |
09/07/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 145,000 | 145,000 | 145,000 | 145,000 | 233,656 CHF | 235,106 CHF | 100.00% | 100.00% |
08/07/2024 | 0.60% | 1.63 CHF | 1.64 CHF | 145,000 | 145,000 | 144,921 | 144,921 | 239,917 CHF | 241,366 CHF | 100.00% | 100.00% |
05/07/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 145,000 | 145,000 | 142,392 | 142,392 | 238,276 CHF | 239,700 CHF | 99.99% | 99.99% |
04/07/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 145,000 | 145,000 | 145,000 | 145,000 | 233,911 CHF | 235,361 CHF | 100.00% | 100.00% |
03/07/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 145,000 | 145,000 | 145,000 | 145,000 | 238,546 CHF | 239,996 CHF | 100.00% | 100.00% |
02/07/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 145,000 | 145,000 | 145,056 | 145,056 | 230,503 CHF | 231,954 CHF | 99.99% | 99.99% |