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 | 0.59% | 1.69 CHF | 1.70 CHF | 65,000 | 65,000 | 64,391 | 64,391 | 109,232 CHF | 109,876 CHF | 100.00% | 100.00% |
12/07/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 65,000 | 65,000 | 64,391 | 64,391 | 110,359 CHF | 111,003 CHF | 100.00% | 100.00% |
11/07/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 65,000 | 65,000 | 64,390 | 64,390 | 109,404 CHF | 110,049 CHF | 100.00% | 100.00% |
10/07/2024 | 0.60% | 1.69 CHF | 1.70 CHF | 65,000 | 65,000 | 64,391 | 64,391 | 107,641 CHF | 108,285 CHF | 100.00% | 100.00% |
09/07/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 65,000 | 65,000 | 64,391 | 64,390 | 103,080 CHF | 103,725 CHF | 100.00% | 100.00% |
08/07/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 65,000 | 65,000 | 64,391 | 64,391 | 101,207 CHF | 101,852 CHF | 100.00% | 100.00% |
05/07/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 65,000 | 65,000 | 64,391 | 64,391 | 100,771 CHF | 101,415 CHF | 100.00% | 100.00% |
04/07/2024 | 0.65% | 1.56 CHF | 1.57 CHF | 65,000 | 65,000 | 64,389 | 64,389 | 99,982 CHF | 100,626 CHF | 100.00% | 100.00% |
03/07/2024 | 0.66% | 1.53 CHF | 1.54 CHF | 65,000 | 65,000 | 64,388 | 64,388 | 98,092 CHF | 98,736 CHF | 99.62% | 99.62% |
02/07/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 65,000 | 65,000 | 64,390 | 64,390 | 97,957 CHF | 98,602 CHF | 100.00% | 100.00% |