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 | 0.52% | 1.94 CHF | 1.95 CHF | 80,000 | 80,000 | 79,251 | 79,251 | 153,917 CHF | 154,710 CHF | 99.99% | 99.99% |
12/07/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 80,000 | 80,000 | 79,250 | 79,250 | 139,300 CHF | 140,094 CHF | 100.00% | 100.00% |
11/07/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 80,000 | 80,000 | 79,250 | 79,250 | 140,613 CHF | 141,406 CHF | 100.00% | 100.00% |
10/07/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 80,000 | 80,000 | 79,251 | 79,251 | 142,530 CHF | 143,323 CHF | 100.00% | 100.00% |
09/07/2024 | 0.57% | 1.80 CHF | 1.81 CHF | 80,000 | 80,000 | 79,245 | 79,245 | 141,284 CHF | 142,077 CHF | 99.53% | 99.53% |
08/07/2024 | 0.57% | 1.78 CHF | 1.79 CHF | 80,000 | 80,000 | 79,250 | 79,250 | 140,381 CHF | 141,175 CHF | 100.00% | 100.00% |
05/07/2024 | 0.58% | 1.78 CHF | 1.79 CHF | 80,000 | 80,000 | 79,251 | 79,249 | 138,353 CHF | 139,143 CHF | 100.00% | 100.00% |
04/07/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 80,000 | 80,000 | 79,250 | 79,250 | 139,847 CHF | 140,641 CHF | 100.00% | 100.00% |
03/07/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 80,000 | 80,000 | 79,250 | 79,250 | 141,018 CHF | 141,811 CHF | 100.00% | 100.00% |
02/07/2024 | 0.56% | 1.79 CHF | 1.80 CHF | 80,000 | 80,000 | 79,230 | 79,226 | 142,965 CHF | 143,752 CHF | 96.88% | 100.00% |