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 | 0.54% | 1.86 CHF | 1.87 CHF | 112,000 | 112,000 | 113,837 | 113,837 | 209,793 CHF | 210,931 CHF | 100.00% | 100.00% |
12/07/2024 | 0.53% | 1.89 CHF | 1.90 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 209,879 CHF | 210,994 CHF | 99.99% | 99.99% |
11/07/2024 | 0.52% | 1.88 CHF | 1.89 CHF | 112,000 | 112,000 | 111,474 | 111,474 | 212,253 CHF | 213,368 CHF | 100.00% | 100.00% |
10/07/2024 | 0.53% | 1.91 CHF | 1.92 CHF | 112,000 | 112,000 | 111,821 | 111,821 | 211,861 CHF | 212,980 CHF | 100.00% | 100.00% |
09/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 211,732 CHF | 212,848 CHF | 100.00% | 100.00% |
08/07/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 112,000 | 112,000 | 111,454 | 111,454 | 218,451 CHF | 219,566 CHF | 99.99% | 99.99% |
05/07/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 214,287 CHF | 215,403 CHF | 100.00% | 100.00% |
04/07/2024 | 0.52% | 1.92 CHF | 1.93 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 213,871 CHF | 214,986 CHF | 100.00% | 100.00% |
03/07/2024 | 0.52% | 1.90 CHF | 1.91 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 213,300 CHF | 214,415 CHF | 100.00% | 100.00% |
02/07/2024 | 0.52% | 1.87 CHF | 1.88 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 212,031 CHF | 213,147 CHF | 100.00% | 100.00% |