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 | 0.58% | 1.73 CHF | 1.74 CHF | 176,000 | 176,000 | 176,609 | 176,609 | 306,069 CHF | 307,835 CHF | 99.99% | 99.99% |
12/07/2024 | 0.64% | 1.53 CHF | 1.54 CHF | 158,000 | 158,000 | 159,298 | 159,298 | 246,656 CHF | 248,249 CHF | 100.00% | 100.00% |
11/07/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 160,000 | 160,000 | 160,533 | 160,533 | 251,210 CHF | 252,816 CHF | 99.82% | 99.82% |
10/07/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 162,000 | 162,000 | 162,647 | 162,647 | 258,438 CHF | 260,065 CHF | 100.00% | 100.00% |
09/07/2024 | 0.64% | 1.59 CHF | 1.60 CHF | 163,000 | 163,000 | 161,127 | 161,127 | 253,495 CHF | 255,109 CHF | 99.77% | 99.77% |
08/07/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 161,000 | 161,000 | 160,248 | 160,248 | 250,219 CHF | 251,821 CHF | 100.00% | 100.00% |
05/07/2024 | 0.65% | 1.57 CHF | 1.58 CHF | 161,000 | 161,000 | 157,996 | 157,996 | 242,612 CHF | 244,192 CHF | 99.80% | 99.80% |
04/07/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 159,000 | 159,000 | 159,585 | 159,585 | 248,029 CHF | 249,625 CHF | 100.00% | 100.00% |
03/07/2024 | 0.64% | 1.56 CHF | 1.57 CHF | 160,000 | 160,000 | 160,824 | 160,824 | 252,290 CHF | 253,898 CHF | 100.00% | 100.00% |
02/07/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 162,000 | 162,000 | 162,964 | 162,964 | 259,731 CHF | 261,361 CHF | 100.00% | 100.00% |