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 | 0.82% | 1.21 CHF | 1.22 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 73,142 CHF | 73,742 CHF | 99.99% | 99.99% |
12/07/2024 | 0.82% | 1.23 CHF | 1.24 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 72,948 CHF | 73,548 CHF | 100.00% | 100.00% |
11/07/2024 | 0.82% | 1.20 CHF | 1.21 CHF | 60,000 | 60,000 | 59,960 | 59,960 | 72,942 CHF | 73,542 CHF | 100.00% | 100.00% |
10/07/2024 | 0.84% | 1.20 CHF | 1.21 CHF | 60,000 | 60,000 | 60,203 | 60,203 | 71,469 CHF | 72,071 CHF | 100.00% | 100.00% |
09/07/2024 | 0.84% | 1.17 CHF | 1.18 CHF | 60,000 | 60,000 | 60,501 | 60,501 | 71,330 CHF | 71,935 CHF | 100.00% | 100.00% |
08/07/2024 | 0.83% | 1.18 CHF | 1.19 CHF | 60,000 | 60,000 | 60,213 | 60,213 | 71,826 CHF | 72,429 CHF | 100.00% | 100.00% |
05/07/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 60,000 | 60,000 | 60,344 | 60,344 | 71,062 CHF | 71,665 CHF | 100.00% | 100.00% |
04/07/2024 | 0.84% | 1.19 CHF | 1.20 CHF | 60,000 | 60,000 | 60,000 | 60,000 | 71,357 CHF | 71,957 CHF | 100.00% | 100.00% |
03/07/2024 | 0.85% | 1.16 CHF | 1.17 CHF | 60,000 | 60,000 | 61,918 | 61,918 | 72,120 CHF | 72,739 CHF | 100.00% | 100.00% |
02/07/2024 | 0.88% | 1.13 CHF | 1.14 CHF | 65,000 | 65,000 | 65,000 | 65,000 | 73,307 CHF | 73,957 CHF | 100.00% | 100.00% |