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 | 0.73% | 1.32 CHF | 1.33 CHF | 118,000 | 118,000 | 116,557 | 116,557 | 158,635 CHF | 159,800 CHF | 100.00% | 100.00% |
12/07/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 115,700 | 115,700 | 115,400 | 115,400 | 160,011 CHF | 161,165 CHF | 100.00% | 100.00% |
11/07/2024 | 0.70% | 1.46 CHF | 1.47 CHF | 115,200 | 115,200 | 111,246 | 111,246 | 158,645 CHF | 159,758 CHF | 100.00% | 100.00% |
10/07/2024 | 0.67% | 1.43 CHF | 1.44 CHF | 108,600 | 108,600 | 106,984 | 106,984 | 158,603 CHF | 159,672 CHF | 100.00% | 100.00% |
09/07/2024 | 0.67% | 1.52 CHF | 1.53 CHF | 105,900 | 105,900 | 105,051 | 105,051 | 157,067 CHF | 158,118 CHF | 100.00% | 100.00% |
08/07/2024 | 0.66% | 1.49 CHF | 1.50 CHF | 104,600 | 104,600 | 107,004 | 107,004 | 162,818 CHF | 163,888 CHF | 100.00% | 100.00% |
05/07/2024 | 0.68% | 1.50 CHF | 1.51 CHF | 108,700 | 108,700 | 106,842 | 106,842 | 157,658 CHF | 158,726 CHF | 99.78% | 99.78% |
04/07/2024 | 0.67% | 1.47 CHF | 1.48 CHF | 105,600 | 105,600 | 105,720 | 105,720 | 156,630 CHF | 157,687 CHF | 100.00% | 100.00% |
03/07/2024 | 0.67% | 1.46 CHF | 1.47 CHF | 105,800 | 105,800 | 102,392 | 102,392 | 152,723 CHF | 153,747 CHF | 100.00% | 100.00% |
02/07/2024 | 0.63% | 1.55 CHF | 1.56 CHF | 100,100 | 100,100 | 99,440 | 99,440 | 157,479 CHF | 158,474 CHF | 100.00% | 100.00% |