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 | 0.72% | 1.40 CHF | 1.41 CHF | 112,000 | 112,000 | 113,840 | 113,840 | 157,607 CHF | 158,745 CHF | 100.00% | 100.00% |
12/07/2024 | 0.70% | 1.43 CHF | 1.44 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 158,786 CHF | 159,902 CHF | 100.00% | 100.00% |
11/07/2024 | 0.69% | 1.42 CHF | 1.43 CHF | 112,000 | 112,000 | 111,466 | 111,466 | 161,235 CHF | 162,351 CHF | 99.98% | 99.98% |
10/07/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 112,000 | 112,000 | 111,822 | 111,822 | 160,799 CHF | 161,917 CHF | 100.00% | 100.00% |
09/07/2024 | 0.69% | 1.43 CHF | 1.44 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 160,723 CHF | 161,838 CHF | 100.00% | 100.00% |
08/07/2024 | 0.66% | 1.48 CHF | 1.49 CHF | 112,000 | 112,000 | 111,454 | 111,454 | 167,629 CHF | 168,743 CHF | 100.00% | 100.00% |
05/07/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 163,299 CHF | 164,414 CHF | 100.00% | 100.00% |
04/07/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 163,139 CHF | 164,254 CHF | 100.00% | 100.00% |
03/07/2024 | 0.68% | 1.45 CHF | 1.46 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 162,600 CHF | 163,715 CHF | 100.00% | 100.00% |
02/07/2024 | 0.69% | 1.42 CHF | 1.43 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 161,243 CHF | 162,359 CHF | 100.00% | 100.00% |