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 | 0.53% | 1.91 CHF | 1.92 CHF | 112,000 | 112,000 | 113,836 | 113,836 | 215,619 CHF | 216,758 CHF | 100.00% | 100.00% |
12/07/2024 | 0.52% | 1.94 CHF | 1.95 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 215,924 CHF | 217,039 CHF | 100.00% | 100.00% |
11/07/2024 | 0.51% | 1.93 CHF | 1.94 CHF | 112,000 | 112,000 | 111,474 | 111,474 | 218,206 CHF | 219,322 CHF | 99.99% | 99.99% |
10/07/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 112,000 | 112,000 | 111,822 | 111,822 | 217,576 CHF | 218,694 CHF | 100.00% | 100.00% |
09/07/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 217,391 CHF | 218,507 CHF | 100.00% | 100.00% |
08/07/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 112,000 | 112,000 | 111,453 | 111,453 | 224,127 CHF | 225,242 CHF | 99.98% | 99.98% |
05/07/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 220,243 CHF | 221,358 CHF | 99.99% | 99.99% |
04/07/2024 | 0.51% | 1.97 CHF | 1.98 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 219,821 CHF | 220,936 CHF | 100.00% | 100.00% |
03/07/2024 | 0.51% | 1.96 CHF | 1.97 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 219,270 CHF | 220,385 CHF | 99.99% | 99.99% |
02/07/2024 | 0.51% | 1.92 CHF | 1.93 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 217,700 CHF | 218,815 CHF | 100.00% | 100.00% |