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 | 0.54% | 1.85 CHF | 1.86 CHF | 81,000 | 81,000 | 80,995 | 80,995 | 149,304 CHF | 150,114 CHF | 100.00% | 100.00% |
12/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 81,000 | 81,000 | 80,532 | 80,532 | 151,369 CHF | 152,175 CHF | 100.00% | 100.00% |
11/07/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 82,000 | 82,000 | 81,610 | 81,610 | 147,073 CHF | 147,890 CHF | 99.99% | 99.99% |
10/07/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 81,000 | 81,000 | 81,104 | 81,104 | 148,482 CHF | 149,293 CHF | 100.00% | 100.00% |
09/07/2024 | 0.54% | 1.84 CHF | 1.85 CHF | 81,000 | 81,000 | 81,116 | 81,116 | 150,369 CHF | 151,181 CHF | 100.00% | 100.00% |
08/07/2024 | 0.49% | 1.99 CHF | 2.00 CHF | 79,000 | 79,000 | 79,016 | 79,016 | 159,269 CHF | 160,059 CHF | 100.00% | 100.00% |
05/07/2024 | 0.48% | 2.02 CHF | 2.03 CHF | 79,000 | 79,000 | 78,221 | 78,221 | 161,263 CHF | 162,046 CHF | 99.81% | 99.81% |
04/07/2024 | 0.49% | 2.09 CHF | 2.10 CHF | 78,000 | 78,000 | 78,603 | 78,603 | 161,458 CHF | 162,244 CHF | 99.49% | 99.49% |
03/07/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 79,000 | 79,000 | 79,224 | 79,224 | 157,466 CHF | 158,258 CHF | 99.35% | 99.35% |
02/07/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 80,000 | 80,000 | 80,337 | 80,337 | 154,032 CHF | 154,835 CHF | 100.00% | 100.00% |