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 | 0.58% | 1.72 CHF | 1.73 CHF | 83,000 | 83,000 | 83,023 | 83,023 | 141,653 CHF | 142,484 CHF | 100.00% | 100.00% |
12/07/2024 | 0.59% | 1.71 CHF | 1.72 CHF | 83,000 | 83,000 | 83,297 | 83,297 | 140,809 CHF | 141,642 CHF | 100.00% | 100.00% |
11/07/2024 | 0.59% | 1.66 CHF | 1.67 CHF | 84,000 | 84,000 | 83,244 | 83,244 | 141,730 CHF | 142,563 CHF | 100.00% | 100.00% |
10/07/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 83,000 | 83,000 | 83,483 | 83,483 | 140,777 CHF | 141,612 CHF | 100.00% | 100.00% |
09/07/2024 | 0.59% | 1.66 CHF | 1.67 CHF | 84,000 | 84,000 | 83,871 | 83,871 | 140,943 CHF | 141,782 CHF | 99.99% | 99.99% |
08/07/2024 | 0.57% | 1.71 CHF | 1.72 CHF | 83,000 | 83,000 | 82,362 | 82,362 | 143,022 CHF | 143,845 CHF | 100.00% | 100.00% |
05/07/2024 | 0.58% | 1.69 CHF | 1.70 CHF | 83,000 | 83,000 | 83,055 | 83,055 | 141,971 CHF | 142,802 CHF | 100.00% | 100.00% |
04/07/2024 | 0.59% | 1.70 CHF | 1.71 CHF | 83,000 | 83,000 | 83,584 | 83,584 | 141,348 CHF | 142,184 CHF | 100.00% | 100.00% |
03/07/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 85,000 | 85,000 | 84,828 | 84,828 | 139,394 CHF | 140,242 CHF | 100.00% | 100.00% |
02/07/2024 | 0.63% | 1.57 CHF | 1.58 CHF | 86,000 | 86,000 | 86,495 | 86,495 | 136,023 CHF | 136,888 CHF | 99.98% | 99.98% |