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 | 0.78% | 1.28 CHF | 1.29 CHF | 174,000 | 174,000 | 77,279 | 77,279 | 99,965 CHF | 100,739 CHF | 99.97% | 99.97% |
12/07/2024 | 0.79% | 1.31 CHF | 1.32 CHF | 172,000 | 172,000 | 77,369 | 77,369 | 100,191 CHF | 100,966 CHF | 100.00% | 100.00% |
11/07/2024 | 0.80% | 1.30 CHF | 1.31 CHF | 172,000 | 172,000 | 76,685 | 76,685 | 99,304 CHF | 100,076 CHF | 99.99% | 99.99% |
10/07/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 172,000 | 172,000 | 76,983 | 76,983 | 99,732 CHF | 100,503 CHF | 100.00% | 100.00% |
09/07/2024 | 0.78% | 1.28 CHF | 1.29 CHF | 172,000 | 172,000 | 77,176 | 77,176 | 100,271 CHF | 101,044 CHF | 100.00% | 100.00% |
08/07/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 172,000 | 172,000 | 76,941 | 76,941 | 102,029 CHF | 102,799 CHF | 100.00% | 100.00% |
05/07/2024 | 0.75% | 1.33 CHF | 1.34 CHF | 170,000 | 170,000 | 76,123 | 76,123 | 102,122 CHF | 102,884 CHF | 99.82% | 99.82% |
04/07/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 68,000 | 68,000 | 54,444 | 54,444 | 74,012 CHF | 74,556 CHF | 99.44% | 99.44% |
03/07/2024 | 0.75% | 1.36 CHF | 1.37 CHF | 168,000 | 168,000 | 75,866 | 75,866 | 102,526 CHF | 103,286 CHF | 99.98% | 99.98% |
02/07/2024 | 0.76% | 1.30 CHF | 1.31 CHF | 172,000 | 172,000 | 74,437 | 74,437 | 98,652 CHF | 99,398 CHF | 100.00% | 100.00% |