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 | 0.53% | 1.89 CHF | 1.90 CHF | 55,000 | 55,000 | 54,485 | 54,485 | 103,264 CHF | 103,810 CHF | 100.00% | 100.00% |
12/07/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 55,000 | 55,000 | 54,485 | 54,485 | 104,037 CHF | 104,582 CHF | 100.00% | 100.00% |
11/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 55,000 | 55,000 | 54,484 | 54,484 | 103,181 CHF | 103,726 CHF | 100.00% | 100.00% |
10/07/2024 | 0.54% | 1.88 CHF | 1.89 CHF | 55,000 | 55,000 | 54,485 | 54,485 | 101,773 CHF | 102,318 CHF | 100.00% | 100.00% |
09/07/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 56,000 | 56,000 | 55,472 | 55,472 | 99,601 CHF | 100,157 CHF | 100.00% | 100.00% |
08/07/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 56,000 | 56,000 | 55,475 | 55,475 | 98,074 CHF | 98,629 CHF | 100.00% | 100.00% |
05/07/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 56,000 | 56,000 | 55,568 | 55,568 | 98,056 CHF | 98,613 CHF | 100.00% | 100.00% |
04/07/2024 | 0.58% | 1.76 CHF | 1.77 CHF | 56,000 | 56,000 | 55,790 | 55,790 | 97,740 CHF | 98,299 CHF | 100.00% | 100.00% |
03/07/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 57,000 | 57,000 | 56,462 | 56,462 | 97,267 CHF | 97,832 CHF | 99.37% | 99.37% |
02/07/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 57,000 | 57,000 | 56,468 | 56,468 | 96,937 CHF | 97,503 CHF | 99.99% | 99.99% |