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% | 1.90 CHF | 1.91 CHF | 81,000 | 81,000 | 80,994 | 80,994 | 153,383 CHF | 154,192 CHF | 100.00% | 100.00% |
12/07/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 81,000 | 81,000 | 80,532 | 80,532 | 155,361 CHF | 156,167 CHF | 100.00% | 100.00% |
11/07/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 82,000 | 82,000 | 81,609 | 81,609 | 151,169 CHF | 151,986 CHF | 100.00% | 100.00% |
10/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 81,000 | 81,000 | 81,104 | 81,104 | 152,553 CHF | 153,364 CHF | 100.00% | 100.00% |
09/07/2024 | 0.52% | 1.89 CHF | 1.90 CHF | 81,000 | 81,000 | 81,116 | 81,116 | 154,442 CHF | 155,253 CHF | 100.00% | 100.00% |
08/07/2024 | 0.48% | 2.04 CHF | 2.05 CHF | 79,000 | 79,000 | 79,017 | 79,017 | 163,270 CHF | 164,061 CHF | 100.00% | 100.00% |
05/07/2024 | 0.47% | 2.07 CHF | 2.08 CHF | 79,000 | 79,000 | 78,221 | 78,221 | 165,150 CHF | 165,932 CHF | 99.81% | 99.81% |
04/07/2024 | 0.47% | 2.14 CHF | 2.15 CHF | 78,000 | 78,000 | 78,602 | 78,602 | 165,368 CHF | 166,155 CHF | 99.49% | 99.49% |
03/07/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 79,000 | 79,000 | 79,224 | 79,224 | 161,396 CHF | 162,188 CHF | 99.37% | 99.37% |
02/07/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 80,000 | 80,000 | 80,337 | 80,337 | 158,067 CHF | 158,870 CHF | 100.00% | 100.00% |