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 | 0.65% | 1.50 CHF | 1.51 CHF | 28,000 | 28,000 | 27,128 | 27,128 | 42,014 CHF | 42,286 CHF | 100.00% | 100.00% |
12/07/2024 | 0.64% | 1.57 CHF | 1.58 CHF | 27,000 | 27,000 | 26,747 | 26,747 | 42,304 CHF | 42,572 CHF | 100.00% | 100.00% |
11/07/2024 | 0.65% | 1.55 CHF | 1.56 CHF | 27,000 | 27,000 | 27,016 | 27,016 | 41,845 CHF | 42,116 CHF | 99.80% | 99.80% |
10/07/2024 | 0.70% | 1.46 CHF | 1.47 CHF | 28,000 | 28,000 | 27,749 | 27,749 | 40,131 CHF | 40,409 CHF | 100.00% | 100.00% |
09/07/2024 | 0.70% | 1.46 CHF | 1.47 CHF | 28,000 | 28,000 | 27,735 | 27,735 | 40,115 CHF | 40,392 CHF | 99.58% | 99.58% |
08/07/2024 | 0.70% | 1.44 CHF | 1.45 CHF | 28,000 | 28,000 | 27,737 | 27,737 | 39,922 CHF | 40,200 CHF | 100.00% | 100.00% |
05/07/2024 | 0.71% | 1.43 CHF | 1.44 CHF | 28,000 | 28,000 | 27,975 | 27,975 | 39,879 CHF | 40,159 CHF | 100.00% | 100.00% |
04/07/2024 | 0.72% | 1.41 CHF | 1.42 CHF | 29,000 | 29,000 | 28,691 | 28,691 | 40,179 CHF | 40,466 CHF | 100.00% | 100.00% |
03/07/2024 | 0.76% | 1.33 CHF | 1.34 CHF | 29,000 | 29,000 | 28,810 | 28,810 | 38,389 CHF | 38,677 CHF | 100.00% | 100.00% |
02/07/2024 | 0.77% | 1.31 CHF | 1.32 CHF | 29,000 | 29,000 | 28,780 | 28,780 | 37,655 CHF | 37,943 CHF | 100.00% | 100.00% |