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 | 0.39% | 2.52 CHF | 2.53 CHF | 54,000 | 54,000 | 53,045 | 53,045 | 134,885 CHF | 135,415 CHF | 100.00% | 100.00% |
12/07/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 53,000 | 53,000 | 53,163 | 53,163 | 135,017 CHF | 135,549 CHF | 100.00% | 100.00% |
11/07/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 54,000 | 54,000 | 53,791 | 53,791 | 135,039 CHF | 135,577 CHF | 99.99% | 99.99% |
10/07/2024 | 0.40% | 2.52 CHF | 2.53 CHF | 54,000 | 54,000 | 53,809 | 53,809 | 135,127 CHF | 135,665 CHF | 100.00% | 100.00% |
09/07/2024 | 0.41% | 2.46 CHF | 2.47 CHF | 54,000 | 54,000 | 54,334 | 54,334 | 133,877 CHF | 134,420 CHF | 100.00% | 100.00% |
08/07/2024 | 0.40% | 2.53 CHF | 2.54 CHF | 53,000 | 53,000 | 53,913 | 53,913 | 135,593 CHF | 136,132 CHF | 100.00% | 100.00% |
05/07/2024 | 0.40% | 2.49 CHF | 2.50 CHF | 54,000 | 54,000 | 54,000 | 54,000 | 135,199 CHF | 135,739 CHF | 99.81% | 99.81% |
04/07/2024 | 0.40% | 2.50 CHF | 2.51 CHF | 54,000 | 54,000 | 54,000 | 54,000 | 135,131 CHF | 135,671 CHF | 99.49% | 99.49% |
03/07/2024 | 0.40% | 2.51 CHF | 2.52 CHF | 54,000 | 54,000 | 53,814 | 53,814 | 135,521 CHF | 136,059 CHF | 99.35% | 99.35% |
02/07/2024 | 0.44% | 2.49 CHF | 2.50 CHF | 54,000 | 54,000 | 51,553 | 51,553 | 128,596 CHF | 129,117 CHF | 100.00% | 100.00% |