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 | 0.73% | 1.35 CHF | 1.36 CHF | 82,000 | 82,000 | 81,620 | 81,620 | 110,923 CHF | 111,739 CHF | 100.00% | 100.00% |
12/07/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 82,000 | 82,000 | 81,662 | 81,662 | 112,930 CHF | 113,747 CHF | 100.00% | 100.00% |
11/07/2024 | 0.71% | 1.39 CHF | 1.40 CHF | 82,000 | 82,000 | 82,030 | 82,030 | 115,310 CHF | 116,130 CHF | 99.99% | 99.99% |
10/07/2024 | 0.73% | 1.36 CHF | 1.37 CHF | 82,000 | 82,000 | 81,662 | 81,662 | 111,209 CHF | 112,025 CHF | 100.00% | 100.00% |
09/07/2024 | 0.66% | 1.50 CHF | 1.51 CHF | 86,000 | 86,000 | 85,646 | 85,646 | 130,300 CHF | 131,157 CHF | 100.00% | 100.00% |
08/07/2024 | 0.66% | 1.51 CHF | 1.52 CHF | 86,000 | 86,000 | 85,491 | 85,491 | 128,979 CHF | 129,834 CHF | 100.00% | 100.00% |
05/07/2024 | 0.64% | 1.55 CHF | 1.56 CHF | 86,000 | 86,000 | 85,791 | 85,791 | 133,154 CHF | 134,012 CHF | 99.81% | 99.81% |
04/07/2024 | 0.60% | 1.64 CHF | 1.65 CHF | 88,000 | 88,000 | 89,011 | 89,011 | 147,439 CHF | 148,329 CHF | 99.49% | 99.49% |
03/07/2024 | 0.60% | 1.67 CHF | 1.68 CHF | 90,000 | 90,000 | 88,423 | 88,423 | 145,842 CHF | 146,726 CHF | 99.37% | 99.37% |
02/07/2024 | 0.57% | 1.71 CHF | 1.72 CHF | 90,000 | 90,000 | 91,665 | 91,665 | 160,200 CHF | 161,117 CHF | 99.43% | 99.43% |