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% | 1.59 CHF | 1.60 CHF | 176,000 | 176,000 | 176,609 | 176,609 | 282,391 CHF | 284,158 CHF | 100.00% | 100.00% |
12/07/2024 | 0.70% | 1.41 CHF | 1.42 CHF | 158,000 | 158,000 | 159,298 | 159,298 | 226,107 CHF | 227,700 CHF | 100.00% | 100.00% |
11/07/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 160,000 | 160,000 | 160,539 | 160,539 | 230,486 CHF | 232,092 CHF | 99.82% | 99.82% |
10/07/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 162,000 | 162,000 | 162,647 | 162,647 | 237,282 CHF | 238,909 CHF | 100.00% | 100.00% |
09/07/2024 | 0.69% | 1.46 CHF | 1.47 CHF | 163,000 | 163,000 | 161,128 | 161,128 | 232,613 CHF | 234,226 CHF | 99.73% | 99.73% |
08/07/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 161,000 | 161,000 | 160,248 | 160,248 | 229,436 CHF | 231,039 CHF | 100.00% | 100.00% |
05/07/2024 | 0.71% | 1.44 CHF | 1.45 CHF | 161,000 | 161,000 | 157,996 | 157,996 | 222,371 CHF | 223,951 CHF | 99.81% | 99.81% |
04/07/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 159,000 | 159,000 | 159,585 | 159,585 | 227,421 CHF | 229,016 CHF | 100.00% | 100.00% |
03/07/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 160,000 | 160,000 | 160,824 | 160,824 | 231,502 CHF | 233,111 CHF | 100.00% | 100.00% |
02/07/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 162,000 | 162,000 | 162,964 | 162,964 | 238,558 CHF | 240,188 CHF | 100.00% | 100.00% |