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 | 0.68% | 1.52 CHF | 1.53 CHF | 91,000 | 91,000 | 41,136 | 41,136 | 61,809 CHF | 62,221 CHF | 99.99% | 99.99% |
12/07/2024 | 0.71% | 1.46 CHF | 1.47 CHF | 93,000 | 93,000 | 42,272 | 42,272 | 60,753 CHF | 61,177 CHF | 100.00% | 100.00% |
11/07/2024 | 0.72% | 1.43 CHF | 1.44 CHF | 94,000 | 94,000 | 42,460 | 42,460 | 60,028 CHF | 60,453 CHF | 100.00% | 100.00% |
10/07/2024 | 0.73% | 1.39 CHF | 1.40 CHF | 95,000 | 95,000 | 42,690 | 42,690 | 59,024 CHF | 59,452 CHF | 99.90% | 99.90% |
09/07/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 95,000 | 95,000 | 42,624 | 42,624 | 59,842 CHF | 60,269 CHF | 100.00% | 100.00% |
08/07/2024 | 0.73% | 1.40 CHF | 1.41 CHF | 95,000 | 95,000 | 42,504 | 42,504 | 59,260 CHF | 59,686 CHF | 100.00% | 100.00% |
05/07/2024 | 0.74% | 1.36 CHF | 1.37 CHF | 96,000 | 96,000 | 42,669 | 42,669 | 58,430 CHF | 58,857 CHF | 99.63% | 99.63% |
04/07/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 38,000 | 38,000 | 30,560 | 30,560 | 42,183 CHF | 42,488 CHF | 100.00% | 100.00% |
03/07/2024 | 0.72% | 1.40 CHF | 1.41 CHF | 95,000 | 95,000 | 42,597 | 42,597 | 60,070 CHF | 60,497 CHF | 100.00% | 100.00% |
02/07/2024 | 0.74% | 1.40 CHF | 1.41 CHF | 94,000 | 94,000 | 42,524 | 42,524 | 58,644 CHF | 59,070 CHF | 100.00% | 100.00% |