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 | 0.67% | 1.49 CHF | 1.50 CHF | 80,000 | 80,000 | 83,998 | 83,998 | 124,349 CHF | 125,189 CHF | 100.00% | 100.00% |
12/07/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 84,000 | 84,000 | 83,113 | 83,113 | 123,428 CHF | 124,259 CHF | 100.00% | 100.00% |
11/07/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 84,000 | 84,000 | 83,149 | 83,149 | 122,843 CHF | 123,675 CHF | 99.99% | 99.99% |
10/07/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 84,000 | 84,000 | 83,152 | 83,152 | 123,267 CHF | 124,099 CHF | 100.00% | 100.00% |
09/07/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 84,000 | 84,000 | 84,000 | 84,000 | 120,369 CHF | 121,209 CHF | 100.00% | 100.00% |
08/07/2024 | 0.69% | 1.44 CHF | 1.45 CHF | 84,000 | 84,000 | 84,000 | 84,000 | 121,908 CHF | 122,748 CHF | 100.00% | 100.00% |
05/07/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 84,000 | 84,000 | 84,000 | 84,000 | 119,365 CHF | 120,205 CHF | 100.00% | 100.00% |
04/07/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 84,000 | 84,000 | 84,000 | 84,000 | 117,626 CHF | 118,466 CHF | 100.00% | 100.00% |
03/07/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 88,000 | 88,000 | 87,053 | 87,053 | 120,135 CHF | 121,005 CHF | 100.00% | 100.00% |
02/07/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 118,379 CHF | 119,259 CHF | 100.00% | 100.00% |