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 | 0.54% | 1.84 CHF | 1.85 CHF | 82,000 | 82,000 | 81,620 | 81,620 | 150,823 CHF | 151,640 CHF | 100.00% | 100.00% |
12/07/2024 | 0.53% | 1.86 CHF | 1.87 CHF | 82,000 | 82,000 | 81,662 | 81,662 | 152,884 CHF | 153,701 CHF | 100.00% | 100.00% |
11/07/2024 | 0.53% | 1.88 CHF | 1.89 CHF | 82,000 | 82,000 | 82,030 | 82,030 | 155,376 CHF | 156,197 CHF | 99.99% | 99.99% |
10/07/2024 | 0.54% | 1.85 CHF | 1.86 CHF | 82,000 | 82,000 | 81,662 | 81,662 | 151,055 CHF | 151,871 CHF | 100.00% | 100.00% |
09/07/2024 | 0.50% | 1.99 CHF | 2.00 CHF | 86,000 | 86,000 | 85,646 | 85,646 | 172,092 CHF | 172,948 CHF | 100.00% | 100.00% |
08/07/2024 | 0.50% | 2.00 CHF | 2.01 CHF | 86,000 | 86,000 | 85,491 | 85,491 | 170,560 CHF | 171,415 CHF | 100.00% | 100.00% |
05/07/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 86,000 | 86,000 | 85,791 | 85,791 | 175,026 CHF | 175,884 CHF | 99.81% | 99.81% |
04/07/2024 | 0.47% | 2.13 CHF | 2.14 CHF | 88,000 | 88,000 | 89,011 | 89,011 | 190,859 CHF | 191,749 CHF | 99.50% | 99.50% |
03/07/2024 | 0.47% | 2.16 CHF | 2.17 CHF | 90,000 | 90,000 | 88,423 | 88,423 | 188,990 CHF | 189,875 CHF | 99.37% | 99.37% |
02/07/2024 | 0.45% | 2.20 CHF | 2.21 CHF | 90,000 | 90,000 | 91,665 | 91,665 | 204,782 CHF | 205,699 CHF | 99.43% | 99.43% |