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 | 0.61% | 1.65 CHF | 1.66 CHF | 80,000 | 80,000 | 83,998 | 83,998 | 138,238 CHF | 139,078 CHF | 100.00% | 100.00% |
12/07/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 84,000 | 84,000 | 83,113 | 83,113 | 137,253 CHF | 138,085 CHF | 100.00% | 100.00% |
11/07/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 84,000 | 84,000 | 83,150 | 83,150 | 136,730 CHF | 137,562 CHF | 100.00% | 100.00% |
10/07/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 84,000 | 84,000 | 83,152 | 83,152 | 136,928 CHF | 137,759 CHF | 100.00% | 100.00% |
09/07/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 84,000 | 84,000 | 84,000 | 84,000 | 134,163 CHF | 135,003 CHF | 100.00% | 100.00% |
08/07/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 84,000 | 84,000 | 84,000 | 84,000 | 135,786 CHF | 136,626 CHF | 100.00% | 100.00% |
05/07/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 84,000 | 84,000 | 84,000 | 84,000 | 133,246 CHF | 134,086 CHF | 100.00% | 100.00% |
04/07/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 84,000 | 84,000 | 84,000 | 84,000 | 131,376 CHF | 132,216 CHF | 100.00% | 100.00% |
03/07/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 88,000 | 88,000 | 87,053 | 87,053 | 134,219 CHF | 135,090 CHF | 100.00% | 100.00% |
02/07/2024 | 0.66% | 1.52 CHF | 1.53 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 132,934 CHF | 133,814 CHF | 100.00% | 100.00% |