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 | 0.57% | 1.77 CHF | 1.78 CHF | 81,000 | 81,000 | 80,994 | 80,994 | 142,949 CHF | 143,759 CHF | 100.00% | 100.00% |
12/07/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 81,000 | 81,000 | 80,532 | 80,532 | 144,979 CHF | 145,785 CHF | 100.00% | 100.00% |
11/07/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 82,000 | 82,000 | 81,611 | 81,611 | 140,693 CHF | 141,510 CHF | 100.00% | 100.00% |
10/07/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 81,000 | 81,000 | 81,104 | 81,104 | 142,179 CHF | 142,990 CHF | 100.00% | 100.00% |
09/07/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 81,000 | 81,000 | 81,117 | 81,117 | 144,053 CHF | 144,864 CHF | 100.00% | 100.00% |
08/07/2024 | 0.51% | 1.91 CHF | 1.92 CHF | 79,000 | 79,000 | 79,016 | 79,016 | 153,163 CHF | 153,953 CHF | 99.99% | 99.99% |
05/07/2024 | 0.50% | 1.94 CHF | 1.95 CHF | 79,000 | 79,000 | 78,221 | 78,221 | 155,209 CHF | 155,992 CHF | 99.80% | 99.80% |
04/07/2024 | 0.50% | 2.01 CHF | 2.02 CHF | 78,000 | 78,000 | 78,603 | 78,603 | 155,385 CHF | 156,171 CHF | 99.50% | 99.50% |
03/07/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 79,000 | 79,000 | 79,224 | 79,224 | 151,304 CHF | 152,097 CHF | 99.37% | 99.37% |
02/07/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 80,000 | 80,000 | 80,337 | 80,337 | 147,781 CHF | 148,584 CHF | 100.00% | 100.00% |