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 | 1.25% | 1.53 CHF | 1.55 CHF | 55,000 | 55,000 | 54,277 | 54,277 | 86,239 CHF | 87,325 CHF | 100.00% | 100.00% |
12/07/2024 | 1.27% | 1.60 CHF | 1.62 CHF | 54,000 | 54,000 | 54,774 | 54,774 | 85,485 CHF | 86,580 CHF | 100.00% | 100.00% |
11/07/2024 | 1.28% | 1.60 CHF | 1.62 CHF | 54,000 | 54,000 | 54,717 | 54,717 | 85,238 CHF | 86,333 CHF | 100.00% | 100.00% |
10/07/2024 | 1.33% | 1.51 CHF | 1.53 CHF | 55,000 | 55,000 | 55,000 | 55,000 | 82,104 CHF | 83,204 CHF | 100.00% | 100.00% |
09/07/2024 | 1.31% | 1.49 CHF | 1.51 CHF | 55,000 | 55,000 | 54,965 | 54,965 | 83,247 CHF | 84,347 CHF | 100.00% | 100.00% |
08/07/2024 | 1.27% | 1.54 CHF | 1.56 CHF | 55,000 | 55,000 | 54,673 | 54,673 | 85,531 CHF | 86,624 CHF | 100.00% | 100.00% |
05/07/2024 | 1.26% | 1.56 CHF | 1.58 CHF | 55,000 | 55,000 | 54,522 | 54,522 | 85,682 CHF | 86,772 CHF | 99.81% | 99.81% |
04/07/2024 | 1.19% | 1.69 CHF | 1.71 CHF | 53,000 | 53,000 | 53,448 | 53,448 | 89,543 CHF | 90,612 CHF | 99.49% | 99.49% |
03/07/2024 | 1.22% | 1.65 CHF | 1.67 CHF | 54,000 | 54,000 | 54,000 | 54,000 | 87,850 CHF | 88,930 CHF | 100.00% | 100.00% |
02/07/2024 | 1.25% | 1.63 CHF | 1.65 CHF | 54,000 | 54,000 | 54,218 | 54,218 | 86,258 CHF | 87,342 CHF | 100.00% | 100.00% |