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 | 0.59% | 1.69 CHF | 1.70 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 193,475 CHF | 194,621 CHF | 99.99% | 99.99% |
12/07/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 115,000 | 115,000 | 114,526 | 114,526 | 192,940 CHF | 194,085 CHF | 99.97% | 99.97% |
11/07/2024 | 0.61% | 1.65 CHF | 1.66 CHF | 115,000 | 115,000 | 114,463 | 114,463 | 187,479 CHF | 188,624 CHF | 99.98% | 99.98% |
10/07/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 115,000 | 115,000 | 119,472 | 119,472 | 190,858 CHF | 192,053 CHF | 100.00% | 100.00% |
09/07/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 120,000 | 120,000 | 119,503 | 119,503 | 190,009 CHF | 191,204 CHF | 99.59% | 99.59% |
08/07/2024 | 0.62% | 1.63 CHF | 1.64 CHF | 120,000 | 120,000 | 119,330 | 119,330 | 192,962 CHF | 194,155 CHF | 100.00% | 100.00% |
05/07/2024 | 0.62% | 1.57 CHF | 1.58 CHF | 120,000 | 120,000 | 119,401 | 119,401 | 191,925 CHF | 193,119 CHF | 100.00% | 100.00% |
04/07/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 191,628 CHF | 192,823 CHF | 100.00% | 100.00% |
03/07/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 120,000 | 120,000 | 119,504 | 119,504 | 186,121 CHF | 187,316 CHF | 99.77% | 99.77% |
02/07/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 120,000 | 120,000 | 119,505 | 119,505 | 182,805 CHF | 184,000 CHF | 99.93% | 99.93% |