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 | 0.59% | 1.67 CHF | 1.68 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 100,978 CHF | 101,578 CHF | 100.00% | 100.00% |
12/07/2024 | 0.59% | 1.69 CHF | 1.70 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 100,722 CHF | 101,322 CHF | 100.00% | 100.00% |
11/07/2024 | 0.59% | 1.67 CHF | 1.68 CHF | 60,000 | 60,000 | 59,961 | 59,961 | 100,672 CHF | 101,272 CHF | 99.98% | 99.98% |
10/07/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 60,000 | 60,000 | 60,203 | 60,203 | 99,401 CHF | 100,003 CHF | 100.00% | 100.00% |
09/07/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 60,000 | 60,000 | 60,501 | 60,501 | 99,339 CHF | 99,944 CHF | 100.00% | 100.00% |
08/07/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 60,000 | 60,000 | 60,214 | 60,214 | 99,699 CHF | 100,301 CHF | 99.75% | 99.75% |
05/07/2024 | 0.61% | 1.62 CHF | 1.63 CHF | 60,000 | 60,000 | 60,344 | 60,344 | 98,998 CHF | 99,602 CHF | 100.00% | 100.00% |
04/07/2024 | 0.60% | 1.66 CHF | 1.67 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 99,228 CHF | 99,828 CHF | 100.00% | 100.00% |
03/07/2024 | 0.61% | 1.63 CHF | 1.64 CHF | 60,000 | 60,000 | 61,918 | 61,918 | 100,704 CHF | 101,323 CHF | 100.00% | 100.00% |
02/07/2024 | 0.63% | 1.59 CHF | 1.60 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 103,241 CHF | 103,891 CHF | 99.98% | 99.98% |