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 | 0.41% | 2.43 CHF | 2.44 CHF | 54,000 | 54,000 | 53,046 | 53,046 | 130,483 CHF | 131,013 CHF | 100.00% | 100.00% |
12/07/2024 | 0.41% | 2.48 CHF | 2.49 CHF | 53,000 | 53,000 | 53,163 | 53,163 | 130,627 CHF | 131,159 CHF | 100.00% | 100.00% |
11/07/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 54,000 | 54,000 | 53,792 | 53,792 | 130,608 CHF | 131,147 CHF | 99.99% | 99.99% |
10/07/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 54,000 | 54,000 | 53,809 | 53,809 | 130,691 CHF | 131,230 CHF | 100.00% | 100.00% |
09/07/2024 | 0.42% | 2.38 CHF | 2.39 CHF | 54,000 | 54,000 | 54,334 | 54,334 | 129,386 CHF | 129,929 CHF | 99.99% | 99.99% |
08/07/2024 | 0.41% | 2.45 CHF | 2.46 CHF | 53,000 | 53,000 | 53,913 | 53,913 | 131,139 CHF | 131,678 CHF | 100.00% | 100.00% |
05/07/2024 | 0.41% | 2.40 CHF | 2.41 CHF | 54,000 | 54,000 | 54,000 | 54,000 | 130,759 CHF | 131,299 CHF | 99.81% | 99.81% |
04/07/2024 | 0.41% | 2.42 CHF | 2.43 CHF | 54,000 | 54,000 | 54,000 | 54,000 | 130,631 CHF | 131,171 CHF | 99.49% | 99.49% |
03/07/2024 | 0.41% | 2.43 CHF | 2.44 CHF | 54,000 | 54,000 | 53,814 | 53,814 | 131,052 CHF | 131,590 CHF | 99.37% | 99.37% |
02/07/2024 | 0.46% | 2.40 CHF | 2.41 CHF | 54,000 | 54,000 | 51,553 | 51,553 | 124,335 CHF | 124,856 CHF | 100.00% | 100.00% |