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 | 0.66% | 1.52 CHF | 1.53 CHF | 81,000 | 81,000 | 80,995 | 80,995 | 122,011 CHF | 122,821 CHF | 100.00% | 100.00% |
12/07/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 81,000 | 81,000 | 80,532 | 80,532 | 124,234 CHF | 125,040 CHF | 100.00% | 100.00% |
11/07/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 82,000 | 82,000 | 81,606 | 81,606 | 119,675 CHF | 120,492 CHF | 99.99% | 99.99% |
10/07/2024 | 0.67% | 1.49 CHF | 1.50 CHF | 81,000 | 81,000 | 81,104 | 81,104 | 121,338 CHF | 122,149 CHF | 100.00% | 100.00% |
09/07/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 81,000 | 81,000 | 81,116 | 81,116 | 123,256 CHF | 124,067 CHF | 100.00% | 100.00% |
08/07/2024 | 0.59% | 1.66 CHF | 1.67 CHF | 79,000 | 79,000 | 79,017 | 79,017 | 132,883 CHF | 133,673 CHF | 100.00% | 100.00% |
05/07/2024 | 0.58% | 1.68 CHF | 1.69 CHF | 79,000 | 79,000 | 78,221 | 78,221 | 135,066 CHF | 135,848 CHF | 99.82% | 99.82% |
04/07/2024 | 0.58% | 1.75 CHF | 1.76 CHF | 78,000 | 78,000 | 78,603 | 78,603 | 135,178 CHF | 135,964 CHF | 99.50% | 99.50% |
03/07/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 79,000 | 79,000 | 79,225 | 79,225 | 130,893 CHF | 131,685 CHF | 99.34% | 99.34% |
02/07/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 80,000 | 80,000 | 80,337 | 80,337 | 127,234 CHF | 128,038 CHF | 100.00% | 100.00% |