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 | 0.69% | 1.43 CHF | 1.44 CHF | 73,000 | 73,000 | 69,863 | 69,863 | 100,400 CHF | 101,099 CHF | 100.00% | 100.00% |
12/07/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 71,000 | 71,000 | 69,152 | 69,152 | 102,396 CHF | 103,087 CHF | 100.00% | 100.00% |
11/07/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 71,000 | 71,000 | 69,128 | 69,128 | 101,897 CHF | 102,589 CHF | 100.00% | 100.00% |
10/07/2024 | 0.69% | 1.47 CHF | 1.48 CHF | 71,000 | 71,000 | 69,750 | 69,750 | 101,439 CHF | 102,136 CHF | 100.00% | 100.00% |
09/07/2024 | 0.68% | 1.44 CHF | 1.45 CHF | 73,000 | 73,000 | 69,644 | 69,644 | 102,120 CHF | 102,816 CHF | 100.00% | 100.00% |
08/07/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 71,000 | 71,000 | 69,154 | 69,154 | 101,997 CHF | 102,688 CHF | 100.00% | 100.00% |
05/07/2024 | 0.66% | 1.49 CHF | 1.50 CHF | 71,000 | 71,000 | 69,146 | 69,146 | 103,734 CHF | 104,425 CHF | 99.82% | 99.82% |
04/07/2024 | 0.68% | 1.48 CHF | 1.49 CHF | 71,000 | 71,000 | 69,145 | 69,145 | 102,036 CHF | 102,727 CHF | 99.50% | 99.50% |
03/07/2024 | 0.69% | 1.47 CHF | 1.48 CHF | 71,000 | 71,000 | 70,663 | 70,663 | 102,374 CHF | 103,081 CHF | 99.36% | 99.36% |
02/07/2024 | 0.74% | 1.39 CHF | 1.40 CHF | 73,000 | 73,000 | 72,964 | 72,964 | 98,752 CHF | 99,482 CHF | 100.00% | 100.00% |