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% | 1.72 CHF | 1.73 CHF | 112,000 | 112,000 | 113,837 | 113,837 | 193,707 CHF | 194,846 CHF | 100.00% | 100.00% |
12/07/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 194,380 CHF | 195,496 CHF | 100.00% | 100.00% |
11/07/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 112,000 | 112,000 | 111,471 | 111,471 | 196,777 CHF | 197,893 CHF | 99.97% | 99.97% |
10/07/2024 | 0.57% | 1.77 CHF | 1.78 CHF | 112,000 | 112,000 | 111,822 | 111,822 | 196,097 CHF | 197,215 CHF | 100.00% | 100.00% |
09/07/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 196,032 CHF | 197,147 CHF | 100.00% | 100.00% |
08/07/2024 | 0.55% | 1.79 CHF | 1.80 CHF | 112,000 | 112,000 | 111,454 | 111,454 | 202,772 CHF | 203,887 CHF | 99.99% | 99.99% |
05/07/2024 | 0.56% | 1.77 CHF | 1.78 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 198,812 CHF | 199,927 CHF | 100.00% | 100.00% |
04/07/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 198,407 CHF | 199,523 CHF | 100.00% | 100.00% |
03/07/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 197,863 CHF | 198,978 CHF | 100.00% | 100.00% |
02/07/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 196,344 CHF | 197,460 CHF | 100.00% | 100.00% |