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 | 112,000 | 112,000 | 113,837 | 113,837 | 200,146 CHF | 201,284 CHF | 100.00% | 100.00% |
12/07/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 200,684 CHF | 201,799 CHF | 100.00% | 100.00% |
11/07/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 112,000 | 112,000 | 111,476 | 111,476 | 203,037 CHF | 204,153 CHF | 100.00% | 100.00% |
10/07/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 112,000 | 112,000 | 111,821 | 111,821 | 202,349 CHF | 203,467 CHF | 100.00% | 100.00% |
09/07/2024 | 0.55% | 1.80 CHF | 1.81 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 202,202 CHF | 203,317 CHF | 100.00% | 100.00% |
08/07/2024 | 0.53% | 1.85 CHF | 1.86 CHF | 112,000 | 112,000 | 111,454 | 111,454 | 209,027 CHF | 210,141 CHF | 100.00% | 100.00% |
05/07/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 205,106 CHF | 206,221 CHF | 100.00% | 100.00% |
04/07/2024 | 0.54% | 1.83 CHF | 1.84 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 204,628 CHF | 205,743 CHF | 100.00% | 100.00% |
03/07/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 204,065 CHF | 205,180 CHF | 100.00% | 100.00% |
02/07/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 202,585 CHF | 203,700 CHF | 100.00% | 100.00% |