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 | 0.61% | 1.62 CHF | 1.63 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 98,120 CHF | 98,720 CHF | 100.00% | 100.00% |
12/07/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 98,020 CHF | 98,620 CHF | 100.00% | 100.00% |
11/07/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 60,000 | 60,000 | 59,963 | 59,963 | 97,970 CHF | 98,570 CHF | 100.00% | 100.00% |
10/07/2024 | 0.62% | 1.62 CHF | 1.63 CHF | 60,000 | 60,000 | 60,203 | 60,203 | 96,524 CHF | 97,126 CHF | 100.00% | 100.00% |
09/07/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 60,000 | 60,000 | 60,501 | 60,501 | 96,496 CHF | 97,101 CHF | 100.00% | 100.00% |
08/07/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 60,000 | 60,000 | 60,214 | 60,214 | 96,952 CHF | 97,554 CHF | 100.00% | 100.00% |
05/07/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 60,000 | 60,000 | 60,345 | 60,345 | 96,173 CHF | 96,777 CHF | 100.00% | 100.00% |
04/07/2024 | 0.62% | 1.61 CHF | 1.62 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 96,376 CHF | 96,976 CHF | 100.00% | 100.00% |
03/07/2024 | 0.63% | 1.58 CHF | 1.59 CHF | 60,000 | 60,000 | 61,917 | 61,917 | 97,745 CHF | 98,364 CHF | 100.00% | 100.00% |
02/07/2024 | 0.65% | 1.54 CHF | 1.55 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 100,302 CHF | 100,952 CHF | 100.00% | 100.00% |