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 | 0.65% | 1.53 CHF | 1.54 CHF | 176,000 | 176,000 | 176,609 | 176,609 | 271,164 CHF | 272,931 CHF | 100.00% | 100.00% |
12/07/2024 | 0.74% | 1.34 CHF | 1.35 CHF | 158,000 | 158,000 | 159,298 | 159,298 | 215,568 CHF | 217,161 CHF | 100.00% | 100.00% |
11/07/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 160,000 | 160,000 | 160,534 | 160,534 | 219,690 CHF | 221,297 CHF | 99.83% | 99.83% |
10/07/2024 | 0.72% | 1.38 CHF | 1.39 CHF | 162,000 | 162,000 | 162,647 | 162,647 | 226,650 CHF | 228,276 CHF | 100.00% | 100.00% |
09/07/2024 | 0.73% | 1.39 CHF | 1.40 CHF | 163,000 | 163,000 | 161,127 | 161,127 | 221,790 CHF | 223,403 CHF | 99.77% | 99.77% |
08/07/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 161,000 | 161,000 | 160,248 | 160,248 | 218,859 CHF | 220,462 CHF | 100.00% | 100.00% |
05/07/2024 | 0.74% | 1.37 CHF | 1.38 CHF | 161,000 | 161,000 | 157,996 | 157,996 | 211,723 CHF | 213,303 CHF | 99.81% | 99.81% |
04/07/2024 | 0.73% | 1.35 CHF | 1.36 CHF | 159,000 | 159,000 | 159,585 | 159,585 | 216,681 CHF | 218,276 CHF | 100.00% | 100.00% |
03/07/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 160,000 | 160,000 | 160,824 | 160,824 | 220,808 CHF | 222,417 CHF | 100.00% | 100.00% |
02/07/2024 | 0.71% | 1.38 CHF | 1.39 CHF | 162,000 | 162,000 | 162,964 | 162,964 | 227,806 CHF | 229,435 CHF | 100.00% | 100.00% |