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 | 0.57% | 1.74 CHF | 1.75 CHF | 82,000 | 82,000 | 81,620 | 81,620 | 142,972 CHF | 143,789 CHF | 100.00% | 100.00% |
12/07/2024 | 0.56% | 1.76 CHF | 1.77 CHF | 82,000 | 82,000 | 81,662 | 81,662 | 144,935 CHF | 145,751 CHF | 100.00% | 100.00% |
11/07/2024 | 0.56% | 1.78 CHF | 1.79 CHF | 82,000 | 82,000 | 82,033 | 82,033 | 147,471 CHF | 148,292 CHF | 100.00% | 100.00% |
10/07/2024 | 0.57% | 1.75 CHF | 1.76 CHF | 82,000 | 82,000 | 81,662 | 81,662 | 143,160 CHF | 143,977 CHF | 100.00% | 100.00% |
09/07/2024 | 0.52% | 1.89 CHF | 1.90 CHF | 86,000 | 86,000 | 85,645 | 85,645 | 163,908 CHF | 164,765 CHF | 100.00% | 100.00% |
08/07/2024 | 0.52% | 1.91 CHF | 1.92 CHF | 86,000 | 86,000 | 85,491 | 85,491 | 162,465 CHF | 163,320 CHF | 100.00% | 100.00% |
05/07/2024 | 0.51% | 1.94 CHF | 1.95 CHF | 86,000 | 86,000 | 85,791 | 85,791 | 166,778 CHF | 167,636 CHF | 99.80% | 99.80% |
04/07/2024 | 0.49% | 2.04 CHF | 2.05 CHF | 88,000 | 88,000 | 89,011 | 89,011 | 182,419 CHF | 183,309 CHF | 99.49% | 99.49% |
03/07/2024 | 0.49% | 2.06 CHF | 2.07 CHF | 90,000 | 90,000 | 88,423 | 88,423 | 180,591 CHF | 181,476 CHF | 99.35% | 99.35% |
02/07/2024 | 0.47% | 2.11 CHF | 2.12 CHF | 90,000 | 90,000 | 91,665 | 91,665 | 196,140 CHF | 197,057 CHF | 99.43% | 99.43% |