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 | 0.55% | 1.83 CHF | 1.84 CHF | 112,000 | 112,000 | 113,838 | 113,838 | 206,777 CHF | 207,915 CHF | 100.00% | 100.00% |
12/07/2024 | 0.54% | 1.86 CHF | 1.87 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 206,935 CHF | 208,051 CHF | 100.00% | 100.00% |
11/07/2024 | 0.53% | 1.85 CHF | 1.86 CHF | 112,000 | 112,000 | 111,472 | 111,472 | 209,243 CHF | 210,358 CHF | 99.99% | 99.99% |
10/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 112,000 | 112,000 | 111,822 | 111,822 | 208,610 CHF | 209,728 CHF | 100.00% | 100.00% |
09/07/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 208,457 CHF | 209,572 CHF | 100.00% | 100.00% |
08/07/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 112,000 | 112,000 | 111,454 | 111,454 | 215,494 CHF | 216,608 CHF | 100.00% | 100.00% |
05/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 211,299 CHF | 212,415 CHF | 100.00% | 100.00% |
04/07/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 210,880 CHF | 211,996 CHF | 100.00% | 100.00% |
03/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 210,320 CHF | 211,435 CHF | 99.99% | 99.99% |
02/07/2024 | 0.53% | 1.84 CHF | 1.85 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 208,780 CHF | 209,895 CHF | 100.00% | 100.00% |