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 | 0.38% | 2.59 CHF | 2.60 CHF | 54,000 | 54,000 | 53,045 | 53,045 | 138,775 CHF | 139,306 CHF | 100.00% | 100.00% |
12/07/2024 | 0.38% | 2.64 CHF | 2.65 CHF | 53,000 | 53,000 | 53,163 | 53,163 | 138,919 CHF | 139,451 CHF | 100.00% | 100.00% |
11/07/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 54,000 | 54,000 | 53,793 | 53,793 | 139,001 CHF | 139,539 CHF | 100.00% | 100.00% |
10/07/2024 | 0.39% | 2.59 CHF | 2.60 CHF | 54,000 | 54,000 | 53,809 | 53,809 | 139,070 CHF | 139,608 CHF | 100.00% | 100.00% |
09/07/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 54,000 | 54,000 | 54,334 | 54,334 | 137,854 CHF | 138,397 CHF | 100.00% | 100.00% |
08/07/2024 | 0.39% | 2.60 CHF | 2.61 CHF | 53,000 | 53,000 | 53,913 | 53,913 | 139,532 CHF | 140,071 CHF | 100.00% | 100.00% |
05/07/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 54,000 | 54,000 | 54,000 | 54,000 | 139,177 CHF | 139,717 CHF | 99.81% | 99.81% |
04/07/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 54,000 | 54,000 | 54,000 | 54,000 | 139,088 CHF | 139,628 CHF | 99.49% | 99.49% |
03/07/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 54,000 | 54,000 | 53,814 | 53,814 | 139,424 CHF | 139,962 CHF | 99.37% | 99.37% |
02/07/2024 | 0.43% | 2.56 CHF | 2.57 CHF | 54,000 | 54,000 | 51,553 | 51,553 | 132,376 CHF | 132,897 CHF | 100.00% | 100.00% |