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 | 0.60% | 1.65 CHF | 1.66 CHF | 119,800 | 119,800 | 53,175 | 53,175 | 88,953 CHF | 89,486 CHF | 99.97% | 99.97% |
12/07/2024 | 0.61% | 1.69 CHF | 1.70 CHF | 120,300 | 120,300 | 54,025 | 54,025 | 90,435 CHF | 90,976 CHF | 100.00% | 100.00% |
11/07/2024 | 0.61% | 1.68 CHF | 1.69 CHF | 118,900 | 118,900 | 53,072 | 53,072 | 88,914 CHF | 89,448 CHF | 99.98% | 99.98% |
10/07/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 118,500 | 118,500 | 53,086 | 53,086 | 88,896 CHF | 89,428 CHF | 100.00% | 100.00% |
09/07/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 117,300 | 117,300 | 52,669 | 52,669 | 88,491 CHF | 89,019 CHF | 99.99% | 99.99% |
08/07/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 116,400 | 116,400 | 52,065 | 52,065 | 89,620 CHF | 90,142 CHF | 100.00% | 100.00% |
05/07/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 112,700 | 112,700 | 50,331 | 50,331 | 87,824 CHF | 88,328 CHF | 99.81% | 99.81% |
04/07/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 45,100 | 45,100 | 36,012 | 36,012 | 63,771 CHF | 64,131 CHF | 99.44% | 99.44% |
03/07/2024 | 0.58% | 1.77 CHF | 1.78 CHF | 113,400 | 113,400 | 51,155 | 51,155 | 89,993 CHF | 90,506 CHF | 99.98% | 99.98% |
02/07/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 115,900 | 115,900 | 50,077 | 50,077 | 86,035 CHF | 86,537 CHF | 100.00% | 100.00% |