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 | 0.37% | 2.68 CHF | 2.69 CHF | 54,000 | 54,000 | 53,046 | 53,046 | 143,733 CHF | 144,263 CHF | 100.00% | 100.00% |
12/07/2024 | 0.37% | 2.73 CHF | 2.74 CHF | 53,000 | 53,000 | 53,163 | 53,163 | 143,900 CHF | 144,432 CHF | 100.00% | 100.00% |
11/07/2024 | 0.37% | 2.67 CHF | 2.68 CHF | 54,000 | 54,000 | 53,790 | 53,790 | 144,018 CHF | 144,557 CHF | 99.99% | 99.99% |
10/07/2024 | 0.37% | 2.68 CHF | 2.69 CHF | 54,000 | 54,000 | 53,809 | 53,809 | 144,087 CHF | 144,626 CHF | 100.00% | 100.00% |
09/07/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 54,000 | 54,000 | 54,334 | 54,334 | 142,904 CHF | 143,447 CHF | 100.00% | 100.00% |
08/07/2024 | 0.37% | 2.70 CHF | 2.71 CHF | 53,000 | 53,000 | 53,913 | 53,913 | 144,549 CHF | 145,088 CHF | 100.00% | 100.00% |
05/07/2024 | 0.37% | 2.65 CHF | 2.66 CHF | 54,000 | 54,000 | 54,000 | 54,000 | 144,206 CHF | 144,746 CHF | 99.81% | 99.81% |
04/07/2024 | 0.37% | 2.67 CHF | 2.68 CHF | 54,000 | 54,000 | 54,000 | 54,000 | 144,074 CHF | 144,614 CHF | 99.49% | 99.49% |
03/07/2024 | 0.37% | 2.68 CHF | 2.69 CHF | 54,000 | 54,000 | 53,814 | 53,814 | 144,434 CHF | 144,972 CHF | 99.35% | 99.35% |
02/07/2024 | 0.41% | 2.65 CHF | 2.66 CHF | 54,000 | 54,000 | 51,553 | 51,553 | 137,140 CHF | 137,661 CHF | 100.00% | 100.00% |