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 | 53,046 | 53,046 | 138,744 CHF | 139,275 CHF | 100.00% | 100.00% |
12/07/2024 | 0.38% | 2.63 CHF | 2.64 CHF | 53,000 | 53,000 | 53,163 | 53,163 | 138,899 CHF | 139,431 CHF | 100.00% | 100.00% |
11/07/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 54,000 | 54,000 | 53,792 | 53,792 | 138,971 CHF | 139,510 CHF | 100.00% | 100.00% |
10/07/2024 | 0.39% | 2.59 CHF | 2.60 CHF | 54,000 | 54,000 | 53,809 | 53,809 | 139,053 CHF | 139,592 CHF | 100.00% | 100.00% |
09/07/2024 | 0.39% | 2.54 CHF | 2.55 CHF | 54,000 | 54,000 | 54,334 | 54,334 | 137,833 CHF | 138,376 CHF | 100.00% | 100.00% |
08/07/2024 | 0.39% | 2.60 CHF | 2.61 CHF | 53,000 | 53,000 | 53,913 | 53,913 | 139,511 CHF | 140,050 CHF | 100.00% | 100.00% |
05/07/2024 | 0.39% | 2.56 CHF | 2.57 CHF | 54,000 | 54,000 | 54,000 | 54,000 | 139,155 CHF | 139,695 CHF | 99.81% | 99.81% |
04/07/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 54,000 | 54,000 | 54,000 | 54,000 | 139,078 CHF | 139,618 CHF | 99.49% | 99.49% |
03/07/2024 | 0.39% | 2.58 CHF | 2.59 CHF | 54,000 | 54,000 | 53,814 | 53,814 | 139,408 CHF | 139,946 CHF | 99.35% | 99.35% |
02/07/2024 | 0.43% | 2.56 CHF | 2.57 CHF | 54,000 | 54,000 | 51,553 | 51,553 | 132,360 CHF | 132,881 CHF | 100.00% | 100.00% |