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 | 0.72% | 1.39 CHF | 1.40 CHF | 174,000 | 174,000 | 77,275 | 77,275 | 108,424 CHF | 109,198 CHF | 99.99% | 99.99% |
12/07/2024 | 0.73% | 1.42 CHF | 1.43 CHF | 172,000 | 172,000 | 77,369 | 77,369 | 108,641 CHF | 109,416 CHF | 100.00% | 100.00% |
11/07/2024 | 0.73% | 1.40 CHF | 1.41 CHF | 172,000 | 172,000 | 76,695 | 76,695 | 107,695 CHF | 108,467 CHF | 100.00% | 100.00% |
10/07/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 172,000 | 172,000 | 76,983 | 76,983 | 108,165 CHF | 108,937 CHF | 100.00% | 100.00% |
09/07/2024 | 0.72% | 1.39 CHF | 1.40 CHF | 172,000 | 172,000 | 77,175 | 77,175 | 108,729 CHF | 109,502 CHF | 100.00% | 100.00% |
08/07/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 172,000 | 172,000 | 76,940 | 76,940 | 110,436 CHF | 111,207 CHF | 100.00% | 100.00% |
05/07/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 170,000 | 170,000 | 76,114 | 76,114 | 110,471 CHF | 111,233 CHF | 99.81% | 99.81% |
04/07/2024 | 0.68% | 1.47 CHF | 1.48 CHF | 68,000 | 68,000 | 54,443 | 54,443 | 79,957 CHF | 80,502 CHF | 99.44% | 99.44% |
03/07/2024 | 0.70% | 1.47 CHF | 1.48 CHF | 168,000 | 168,000 | 75,859 | 75,859 | 110,862 CHF | 111,622 CHF | 99.97% | 99.97% |
02/07/2024 | 0.71% | 1.41 CHF | 1.42 CHF | 172,000 | 172,000 | 74,437 | 74,437 | 106,818 CHF | 107,564 CHF | 100.00% | 100.00% |