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 | 0.62% | 1.65 CHF | 1.66 CHF | 60,000 | 60,000 | 58,994 | 58,994 | 97,858 CHF | 98,449 CHF | 99.99% | 99.99% |
12/07/2024 | 0.62% | 1.71 CHF | 1.72 CHF | 60,000 | 60,000 | 59,396 | 59,396 | 97,695 CHF | 98,289 CHF | 100.00% | 100.00% |
11/07/2024 | 0.66% | 1.58 CHF | 1.59 CHF | 60,000 | 60,000 | 59,357 | 59,357 | 91,997 CHF | 92,591 CHF | 99.99% | 99.99% |
10/07/2024 | 0.69% | 1.51 CHF | 1.52 CHF | 60,000 | 60,000 | 59,396 | 59,396 | 87,497 CHF | 88,091 CHF | 100.00% | 100.00% |
09/07/2024 | 0.70% | 1.42 CHF | 1.43 CHF | 60,000 | 60,000 | 59,255 | 59,255 | 86,559 CHF | 87,154 CHF | 99.86% | 99.86% |
08/07/2024 | 0.67% | 1.53 CHF | 1.54 CHF | 60,000 | 60,000 | 59,297 | 59,297 | 90,039 CHF | 90,634 CHF | 99.99% | 99.99% |
05/07/2024 | 0.68% | 1.43 CHF | 1.44 CHF | 60,000 | 60,000 | 59,396 | 59,396 | 89,118 CHF | 89,713 CHF | 99.99% | 99.99% |
04/07/2024 | 0.68% | 1.50 CHF | 1.51 CHF | 60,000 | 60,000 | 59,396 | 59,396 | 88,710 CHF | 89,305 CHF | 100.00% | 100.00% |
03/07/2024 | 0.73% | 1.43 CHF | 1.44 CHF | 70,000 | 70,000 | 69,296 | 69,296 | 96,804 CHF | 97,498 CHF | 100.00% | 100.00% |
02/07/2024 | 0.75% | 1.38 CHF | 1.39 CHF | 60,000 | 60,000 | 59,396 | 59,396 | 80,429 CHF | 81,023 CHF | 99.99% | 99.99% |