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 | 0.62% | 1.63 CHF | 1.64 CHF | 112,000 | 112,000 | 113,841 | 113,841 | 183,446 CHF | 184,584 CHF | 100.00% | 100.00% |
12/07/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 184,318 CHF | 185,433 CHF | 100.00% | 100.00% |
11/07/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 112,000 | 112,000 | 111,470 | 111,470 | 186,735 CHF | 187,850 CHF | 99.97% | 99.97% |
10/07/2024 | 0.60% | 1.68 CHF | 1.69 CHF | 112,000 | 112,000 | 111,822 | 111,822 | 186,046 CHF | 187,164 CHF | 100.00% | 100.00% |
09/07/2024 | 0.60% | 1.65 CHF | 1.66 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 186,009 CHF | 187,124 CHF | 100.00% | 100.00% |
08/07/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 112,000 | 112,000 | 111,454 | 111,454 | 193,020 CHF | 194,134 CHF | 99.99% | 99.99% |
05/07/2024 | 0.59% | 1.68 CHF | 1.69 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 188,779 CHF | 189,894 CHF | 100.00% | 100.00% |
04/07/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 188,373 CHF | 189,488 CHF | 100.00% | 100.00% |
03/07/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 187,834 CHF | 188,949 CHF | 100.00% | 100.00% |
02/07/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 186,348 CHF | 187,463 CHF | 100.00% | 100.00% |