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 | 0.42% | 2.37 CHF | 2.38 CHF | 54,000 | 54,000 | 53,046 | 53,046 | 127,153 CHF | 127,683 CHF | 100.00% | 100.00% |
12/07/2024 | 0.42% | 2.42 CHF | 2.43 CHF | 53,000 | 53,000 | 53,163 | 53,163 | 127,296 CHF | 127,827 CHF | 100.00% | 100.00% |
11/07/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 54,000 | 54,000 | 53,790 | 53,790 | 127,251 CHF | 127,790 CHF | 100.00% | 100.00% |
10/07/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 54,000 | 54,000 | 53,809 | 53,809 | 127,337 CHF | 127,875 CHF | 100.00% | 100.00% |
09/07/2024 | 0.43% | 2.32 CHF | 2.33 CHF | 54,000 | 54,000 | 54,334 | 54,334 | 125,997 CHF | 126,540 CHF | 100.00% | 100.00% |
08/07/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 53,000 | 53,000 | 53,913 | 53,913 | 127,796 CHF | 128,336 CHF | 100.00% | 100.00% |
05/07/2024 | 0.42% | 2.34 CHF | 2.35 CHF | 54,000 | 54,000 | 54,000 | 54,000 | 127,380 CHF | 127,920 CHF | 99.82% | 99.82% |
04/07/2024 | 0.42% | 2.36 CHF | 2.37 CHF | 54,000 | 54,000 | 54,000 | 54,000 | 127,264 CHF | 127,804 CHF | 99.50% | 99.50% |
03/07/2024 | 0.42% | 2.37 CHF | 2.38 CHF | 54,000 | 54,000 | 53,814 | 53,814 | 127,667 CHF | 128,205 CHF | 99.35% | 99.35% |
02/07/2024 | 0.47% | 2.34 CHF | 2.35 CHF | 54,000 | 54,000 | 51,553 | 51,553 | 121,138 CHF | 121,659 CHF | 100.00% | 100.00% |