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 | 0.56% | 1.80 CHF | 1.81 CHF | 80,000 | 80,000 | 83,998 | 83,998 | 150,593 CHF | 151,433 CHF | 100.00% | 100.00% |
12/07/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 84,000 | 84,000 | 83,113 | 83,113 | 149,345 CHF | 150,176 CHF | 100.00% | 100.00% |
11/07/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 84,000 | 84,000 | 83,148 | 83,148 | 148,764 CHF | 149,596 CHF | 100.00% | 100.00% |
10/07/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 84,000 | 84,000 | 83,152 | 83,152 | 149,121 CHF | 149,953 CHF | 100.00% | 100.00% |
09/07/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 84,000 | 84,000 | 84,000 | 84,000 | 146,464 CHF | 147,304 CHF | 100.00% | 100.00% |
08/07/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 84,000 | 84,000 | 84,000 | 84,000 | 147,992 CHF | 148,832 CHF | 100.00% | 100.00% |
05/07/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 84,000 | 84,000 | 84,000 | 84,000 | 145,577 CHF | 146,417 CHF | 100.00% | 100.00% |
04/07/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 84,000 | 84,000 | 84,000 | 84,000 | 143,584 CHF | 144,424 CHF | 100.00% | 100.00% |
03/07/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 88,000 | 88,000 | 87,053 | 87,053 | 146,983 CHF | 147,853 CHF | 100.00% | 100.00% |
02/07/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 145,434 CHF | 146,314 CHF | 100.00% | 100.00% |