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 | 0.69% | 1.44 CHF | 1.45 CHF | 82,000 | 82,000 | 81,620 | 81,620 | 118,302 CHF | 119,118 CHF | 100.00% | 100.00% |
12/07/2024 | 0.68% | 1.46 CHF | 1.47 CHF | 82,000 | 82,000 | 81,662 | 81,662 | 120,313 CHF | 121,130 CHF | 100.00% | 100.00% |
11/07/2024 | 0.67% | 1.48 CHF | 1.49 CHF | 82,000 | 82,000 | 82,031 | 82,031 | 122,723 CHF | 123,544 CHF | 100.00% | 100.00% |
10/07/2024 | 0.69% | 1.45 CHF | 1.46 CHF | 82,000 | 82,000 | 81,662 | 81,662 | 118,561 CHF | 119,378 CHF | 100.00% | 100.00% |
09/07/2024 | 0.62% | 1.59 CHF | 1.60 CHF | 86,000 | 86,000 | 85,646 | 85,646 | 138,093 CHF | 138,950 CHF | 100.00% | 100.00% |
08/07/2024 | 0.62% | 1.60 CHF | 1.61 CHF | 86,000 | 86,000 | 85,491 | 85,491 | 136,733 CHF | 137,588 CHF | 100.00% | 100.00% |
05/07/2024 | 0.61% | 1.64 CHF | 1.65 CHF | 86,000 | 86,000 | 85,791 | 85,791 | 140,955 CHF | 141,813 CHF | 99.82% | 99.82% |
04/07/2024 | 0.57% | 1.74 CHF | 1.75 CHF | 88,000 | 88,000 | 89,011 | 89,011 | 155,601 CHF | 156,491 CHF | 99.50% | 99.50% |
03/07/2024 | 0.57% | 1.76 CHF | 1.77 CHF | 90,000 | 90,000 | 88,423 | 88,423 | 153,966 CHF | 154,850 CHF | 99.36% | 99.36% |
02/07/2024 | 0.54% | 1.81 CHF | 1.82 CHF | 90,000 | 90,000 | 91,665 | 91,665 | 168,582 CHF | 169,498 CHF | 99.43% | 99.43% |