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 | 0.71% | 1.41 CHF | 1.42 CHF | 80,000 | 80,000 | 83,998 | 83,998 | 117,312 CHF | 118,152 CHF | 100.00% | 100.00% |
12/07/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 84,000 | 84,000 | 83,113 | 83,113 | 116,553 CHF | 117,384 CHF | 100.00% | 100.00% |
11/07/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 84,000 | 84,000 | 83,151 | 83,151 | 116,061 CHF | 116,893 CHF | 100.00% | 100.00% |
10/07/2024 | 0.71% | 1.40 CHF | 1.41 CHF | 84,000 | 84,000 | 83,152 | 83,152 | 116,367 CHF | 117,198 CHF | 100.00% | 100.00% |
09/07/2024 | 0.74% | 1.35 CHF | 1.36 CHF | 84,000 | 84,000 | 84,000 | 84,000 | 113,348 CHF | 114,188 CHF | 100.00% | 100.00% |
08/07/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 84,000 | 84,000 | 84,000 | 84,000 | 114,951 CHF | 115,791 CHF | 100.00% | 100.00% |
05/07/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 84,000 | 84,000 | 84,000 | 84,000 | 112,518 CHF | 113,358 CHF | 100.00% | 100.00% |
04/07/2024 | 0.76% | 1.32 CHF | 1.33 CHF | 84,000 | 84,000 | 84,000 | 84,000 | 110,719 CHF | 111,559 CHF | 100.00% | 100.00% |
03/07/2024 | 0.77% | 1.30 CHF | 1.31 CHF | 88,000 | 88,000 | 87,053 | 87,053 | 112,734 CHF | 113,604 CHF | 100.00% | 100.00% |
02/07/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 88,000 | 88,000 | 88,000 | 88,000 | 111,032 CHF | 111,912 CHF | 99.99% | 99.99% |