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 | 0.58% | 1.74 CHF | 1.75 CHF | 80,000 | 80,000 | 83,998 | 83,998 | 145,201 CHF | 146,041 CHF | 100.00% | 100.00% |
12/07/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 84,000 | 84,000 | 83,113 | 83,113 | 144,057 CHF | 144,888 CHF | 100.00% | 100.00% |
11/07/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 84,000 | 84,000 | 83,147 | 83,147 | 143,527 CHF | 144,359 CHF | 100.00% | 100.00% |
10/07/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 84,000 | 84,000 | 83,152 | 83,152 | 143,844 CHF | 144,676 CHF | 100.00% | 100.00% |
09/07/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 84,000 | 84,000 | 84,000 | 84,000 | 141,098 CHF | 141,938 CHF | 100.00% | 100.00% |
08/07/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 84,000 | 84,000 | 84,000 | 84,000 | 142,679 CHF | 143,519 CHF | 100.00% | 100.00% |
05/07/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 84,000 | 84,000 | 84,000 | 84,000 | 140,097 CHF | 140,937 CHF | 100.00% | 100.00% |
04/07/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 84,000 | 84,000 | 84,000 | 84,000 | 138,300 CHF | 139,140 CHF | 100.00% | 100.00% |
03/07/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 88,000 | 88,000 | 87,053 | 87,053 | 141,303 CHF | 142,174 CHF | 100.00% | 100.00% |
02/07/2024 | 0.63% | 1.60 CHF | 1.61 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 140,038 CHF | 140,918 CHF | 100.00% | 100.00% |