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 | 0.69% | 1.43 CHF | 1.44 CHF | 176,000 | 176,000 | 176,610 | 176,610 | 253,555 CHF | 255,321 CHF | 100.00% | 100.00% |
12/07/2024 | 0.79% | 1.24 CHF | 1.25 CHF | 158,000 | 158,000 | 159,298 | 159,298 | 199,666 CHF | 201,258 CHF | 100.00% | 100.00% |
11/07/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 160,000 | 160,000 | 160,531 | 160,531 | 203,690 CHF | 205,297 CHF | 99.82% | 99.82% |
10/07/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 162,000 | 162,000 | 162,647 | 162,647 | 210,414 CHF | 212,041 CHF | 100.00% | 100.00% |
09/07/2024 | 0.78% | 1.29 CHF | 1.30 CHF | 163,000 | 163,000 | 161,127 | 161,127 | 205,695 CHF | 207,308 CHF | 99.77% | 99.77% |
08/07/2024 | 0.79% | 1.27 CHF | 1.28 CHF | 161,000 | 161,000 | 160,248 | 160,248 | 202,928 CHF | 204,530 CHF | 100.00% | 100.00% |
05/07/2024 | 0.80% | 1.27 CHF | 1.28 CHF | 161,000 | 161,000 | 157,996 | 157,996 | 195,959 CHF | 197,539 CHF | 99.81% | 99.81% |
04/07/2024 | 0.79% | 1.25 CHF | 1.26 CHF | 159,000 | 159,000 | 159,585 | 159,585 | 200,771 CHF | 202,366 CHF | 100.00% | 100.00% |
03/07/2024 | 0.78% | 1.27 CHF | 1.28 CHF | 160,000 | 160,000 | 160,824 | 160,824 | 204,731 CHF | 206,340 CHF | 100.00% | 100.00% |
02/07/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 162,000 | 162,000 | 162,965 | 162,965 | 211,525 CHF | 213,155 CHF | 100.00% | 100.00% |