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 | 0.81% | 1.24 CHF | 1.25 CHF | 112,000 | 112,000 | 113,837 | 113,837 | 140,134 CHF | 141,272 CHF | 99.99% | 99.99% |
12/07/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 141,916 CHF | 143,032 CHF | 100.00% | 100.00% |
11/07/2024 | 0.77% | 1.27 CHF | 1.28 CHF | 112,000 | 112,000 | 111,468 | 111,468 | 144,404 CHF | 145,519 CHF | 100.00% | 100.00% |
10/07/2024 | 0.78% | 1.30 CHF | 1.31 CHF | 112,000 | 112,000 | 111,823 | 111,823 | 143,671 CHF | 144,789 CHF | 100.00% | 100.00% |
09/07/2024 | 0.77% | 1.28 CHF | 1.29 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 143,927 CHF | 145,043 CHF | 100.00% | 100.00% |
08/07/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 112,000 | 112,000 | 111,454 | 111,454 | 150,847 CHF | 151,962 CHF | 100.00% | 100.00% |
05/07/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 146,483 CHF | 147,599 CHF | 100.00% | 100.00% |
04/07/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 146,068 CHF | 147,183 CHF | 100.00% | 100.00% |
03/07/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 145,786 CHF | 146,901 CHF | 100.00% | 100.00% |
02/07/2024 | 0.77% | 1.27 CHF | 1.28 CHF | 112,000 | 112,000 | 111,538 | 111,538 | 144,488 CHF | 145,604 CHF | 99.99% | 99.99% |