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 | 83,000 | 83,000 | 83,023 | 83,023 | 114,216 CHF | 115,047 CHF | 100.00% | 100.00% |
12/07/2024 | 0.73% | 1.38 CHF | 1.39 CHF | 83,000 | 83,000 | 83,297 | 83,297 | 113,364 CHF | 114,197 CHF | 100.00% | 100.00% |
11/07/2024 | 0.73% | 1.33 CHF | 1.34 CHF | 84,000 | 84,000 | 83,238 | 83,238 | 114,247 CHF | 115,080 CHF | 100.00% | 100.00% |
10/07/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 83,000 | 83,000 | 83,482 | 83,482 | 113,371 CHF | 114,206 CHF | 100.00% | 100.00% |
09/07/2024 | 0.74% | 1.33 CHF | 1.34 CHF | 84,000 | 84,000 | 83,871 | 83,871 | 113,313 CHF | 114,152 CHF | 99.99% | 99.99% |
08/07/2024 | 0.71% | 1.38 CHF | 1.39 CHF | 83,000 | 83,000 | 82,362 | 82,362 | 116,003 CHF | 116,827 CHF | 100.00% | 100.00% |
05/07/2024 | 0.72% | 1.37 CHF | 1.38 CHF | 83,000 | 83,000 | 83,055 | 83,055 | 114,687 CHF | 115,517 CHF | 100.00% | 100.00% |
04/07/2024 | 0.73% | 1.37 CHF | 1.38 CHF | 83,000 | 83,000 | 83,584 | 83,584 | 113,794 CHF | 114,630 CHF | 100.00% | 100.00% |
03/07/2024 | 0.76% | 1.31 CHF | 1.32 CHF | 85,000 | 85,000 | 84,828 | 84,828 | 111,506 CHF | 112,354 CHF | 100.00% | 100.00% |
02/07/2024 | 0.80% | 1.24 CHF | 1.25 CHF | 86,000 | 86,000 | 86,496 | 86,496 | 107,656 CHF | 108,521 CHF | 99.98% | 99.98% |