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 | 0.55% | 1.81 CHF | 1.82 CHF | 33,000 | 33,000 | 33,000 | 33,000 | 59,552 CHF | 59,882 CHF | 100.00% | 100.00% |
12/07/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 33,000 | 33,000 | 33,000 | 33,000 | 59,275 CHF | 59,605 CHF | 100.00% | 100.00% |
11/07/2024 | 0.54% | 1.79 CHF | 1.80 CHF | 33,000 | 33,000 | 33,609 | 33,609 | 61,642 CHF | 61,979 CHF | 99.85% | 99.85% |
10/07/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 34,000 | 34,000 | 34,000 | 34,000 | 63,259 CHF | 63,599 CHF | 100.00% | 100.00% |
09/07/2024 | 0.53% | 1.92 CHF | 1.93 CHF | 34,000 | 34,000 | 34,015 | 34,015 | 64,177 CHF | 64,517 CHF | 99.73% | 99.73% |
08/07/2024 | 0.56% | 1.81 CHF | 1.82 CHF | 33,000 | 33,000 | 33,000 | 33,000 | 59,067 CHF | 59,397 CHF | 100.00% | 100.00% |
05/07/2024 | 0.58% | 1.74 CHF | 1.75 CHF | 33,000 | 33,000 | 32,088 | 32,088 | 55,036 CHF | 55,357 CHF | 99.81% | 99.81% |
04/07/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 32,000 | 32,000 | 32,063 | 32,063 | 55,366 CHF | 55,686 CHF | 100.00% | 100.00% |
03/07/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 32,000 | 32,000 | 32,299 | 32,299 | 56,203 CHF | 56,526 CHF | 100.00% | 100.00% |
02/07/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 33,000 | 33,000 | 33,112 | 33,112 | 60,116 CHF | 60,447 CHF | 100.00% | 100.00% |