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 | 0.57% | 1.77 CHF | 1.78 CHF | 112,000 | 112,000 | 113,837 | 113,837 | 199,818 CHF | 200,957 CHF | 100.00% | 100.00% |
12/07/2024 | 0.56% | 1.80 CHF | 1.81 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 200,123 CHF | 201,239 CHF | 100.00% | 100.00% |
11/07/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 112,000 | 112,000 | 111,472 | 111,472 | 202,473 CHF | 203,589 CHF | 99.98% | 99.98% |
10/07/2024 | 0.55% | 1.82 CHF | 1.83 CHF | 112,000 | 112,000 | 111,821 | 111,821 | 201,812 CHF | 202,931 CHF | 100.00% | 100.00% |
09/07/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 201,707 CHF | 202,822 CHF | 100.00% | 100.00% |
08/07/2024 | 0.53% | 1.85 CHF | 1.86 CHF | 112,000 | 112,000 | 111,454 | 111,454 | 208,724 CHF | 209,838 CHF | 99.99% | 99.99% |
05/07/2024 | 0.54% | 1.82 CHF | 1.83 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 204,519 CHF | 205,634 CHF | 100.00% | 100.00% |
04/07/2024 | 0.55% | 1.83 CHF | 1.84 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 204,096 CHF | 205,211 CHF | 100.00% | 100.00% |
03/07/2024 | 0.55% | 1.81 CHF | 1.82 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 203,565 CHF | 204,681 CHF | 99.99% | 99.99% |
02/07/2024 | 0.55% | 1.78 CHF | 1.79 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 202,024 CHF | 203,139 CHF | 100.00% | 100.00% |