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 | 0.58% | 1.81 CHF | 1.85 CHF | 12,000 | 12,000 | 75,980 | 75,980 | 143,234 CHF | 144,005 CHF | 98.86% | 98.86% |
12/07/2024 | 0.60% | 1.84 CHF | 1.88 CHF | 12,000 | 12,000 | 75,931 | 75,931 | 137,842 CHF | 138,613 CHF | 98.98% | 98.98% |
11/07/2024 | 0.60% | 1.74 CHF | 1.78 CHF | 12,000 | 12,000 | 76,158 | 76,158 | 139,359 CHF | 140,132 CHF | 98.93% | 98.93% |
10/07/2024 | 0.61% | 1.84 CHF | 1.88 CHF | 12,000 | 12,000 | 77,711 | 77,711 | 137,189 CHF | 137,977 CHF | 98.93% | 98.93% |
09/07/2024 | 0.60% | 1.79 CHF | 1.83 CHF | 12,000 | 12,000 | 76,990 | 76,990 | 139,519 CHF | 140,300 CHF | 98.70% | 98.70% |
08/07/2024 | 0.56% | 1.88 CHF | 1.92 CHF | 12,000 | 12,000 | 76,853 | 76,853 | 143,323 CHF | 144,098 CHF | 96.82% | 96.82% |
05/07/2024 | 0.59% | 1.85 CHF | 1.89 CHF | 12,000 | 12,000 | 76,069 | 76,069 | 139,509 CHF | 140,281 CHF | 98.94% | 98.94% |
04/07/2024 | 0.61% | 1.82 CHF | 1.86 CHF | 12,000 | 12,000 | 77,251 | 77,251 | 138,750 CHF | 139,533 CHF | 98.53% | 98.53% |
03/07/2024 | 0.58% | 1.72 CHF | 1.76 CHF | 12,000 | 12,000 | 76,355 | 76,355 | 141,497 CHF | 142,270 CHF | 98.35% | 98.35% |
02/07/2024 | 0.55% | 1.95 CHF | 1.99 CHF | 12,000 | 12,000 | 74,923 | 74,923 | 148,181 CHF | 148,941 CHF | 98.73% | 98.73% |