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 | 0.60% | 1.68 CHF | 1.69 CHF | 112,000 | 112,000 | 113,837 | 113,837 | 189,870 CHF | 191,008 CHF | 100.00% | 100.00% |
12/07/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 190,378 CHF | 191,493 CHF | 100.00% | 100.00% |
11/07/2024 | 0.58% | 1.70 CHF | 1.71 CHF | 112,000 | 112,000 | 111,473 | 111,473 | 192,710 CHF | 193,825 CHF | 99.99% | 99.99% |
10/07/2024 | 0.58% | 1.73 CHF | 1.74 CHF | 112,000 | 112,000 | 111,821 | 111,821 | 192,298 CHF | 193,416 CHF | 100.00% | 100.00% |
09/07/2024 | 0.58% | 1.71 CHF | 1.72 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 192,184 CHF | 193,300 CHF | 100.00% | 100.00% |
08/07/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 112,000 | 112,000 | 111,454 | 111,454 | 199,014 CHF | 200,129 CHF | 100.00% | 100.00% |
05/07/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 194,740 CHF | 195,855 CHF | 100.00% | 100.00% |
04/07/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 194,597 CHF | 195,712 CHF | 100.00% | 100.00% |
03/07/2024 | 0.57% | 1.73 CHF | 1.74 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 194,036 CHF | 195,152 CHF | 100.00% | 100.00% |
02/07/2024 | 0.58% | 1.70 CHF | 1.71 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 192,573 CHF | 193,688 CHF | 100.00% | 100.00% |